Determining the Insurer’s Optimal Investment and Reinsurance Strategy Based on Stochastic Differential Game
Year of publication: |
2015
|
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Authors: | Mao, Hong ; Carson, James M. ; Ostaszewski, Krzysztof ; loyal, luo yan ; Wang, Yuling |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Rückversicherung | Reinsurance | Stochastisches Spiel | Stochastic game | Versicherung | Insurance |
Extent: | 1 Online-Ressource (21 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 14, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.1888015 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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