Optimal insurance pricing, reinsurance, and investment for a jump diffusion risk process under a competitive market
Hong Mao, James M. Carson and Krzysztof M. Ostaszewski
| Year of publication: |
2017
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|---|---|
| Authors: | Mao, Hong ; Carson, James M. ; Ostaszewski, Krzysztof M. |
| Published in: |
The journal of insurance issues : official journal of the Western Risk and Insurance Association. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 1531-6076, ZDB-ID 2094292-8. - Vol. 40.2017, 1, p. 90-124
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| Subject: | stochastic dynamic optimization | insurance demand | insurance price | investment portfolio | jump diffusion | Stochastischer Prozess | Stochastic process | Rückversicherung | Reinsurance | Risikomodell | Risk model | Portfolio-Management | Portfolio selection | Versicherung | Insurance | Versicherungsökonomik | Economics of insurance | Optionspreistheorie | Option pricing theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011732700