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DOI10.15960/J.CNKI.ISSN.1007-6093.2016.01.009zbMath1363.91032MaRDI QIDQ2825065

Shu-Min Chen, Ailing Gu

Publication date: 6 October 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hamilton-Jacobi-Bellman equation excess-of-loss reinsurance regime-switching state-dependent utility function

Mathematics Subject Classification ID

Portfolio theory (91G10)

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