Optimal investment and reinsurance strategies for an insurer with stochastic economic factor
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Publication:5886710
DOI10.15672/HUJMS.1025441OpenAlexW4293125658MaRDI QIDQ5886710
Publication date: 6 April 2023
Published in: Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15672/hujms.1025441
Lévy processesstochastic controlHJB equationinvestment-reinsurance strategystochastic economic factor
Optimal stochastic control (93E20) Existence theories for optimal control problems involving partial differential equations (49J20)
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