An analytical solution for the robust investment-reinsurance strategy with general utilities
Yong He, Xia Zhou, Peimin Chen, Xiaoyang Wang
| Year of publication: |
2022
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|---|---|
| Authors: | He, Yong ; Zhou, Xia ; Chen, Peimin ; Wang, Xiaoyang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 63.2022, p. 1-15
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| Subject: | Ambiguity | General utility function | Hamilton-Jacobi-Bellman (HJB) equation | Homotopy analysis method | Taylor series expansion | Theorie | Theory | Nutzen | Utility | Nutzenfunktion | Utility function |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101789 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014225734