Weiwei SHEN

Optimal investment and reinsurance strategies for an insurer with stochastic economic factor

Optimal investment and reinsurance strategies for an insurer with stochastic economic factor

Hacettepe Journal of Mathematics and Statistics

2023-Cilt: 52 - Sayı: 1

197-208

Stochastic control, investment-reinsurance strategy, stochastic economic factor, Lévy processes, HJB equation

Stochastic control, investment-reinsurance strategy, stochastic economic factor, Lévy processes, HJB equation

20124