Optimal Investment and Proportional Reinsurance under Exponential Forward Preferences
收藏DataCite Commons2024-12-17 更新2025-04-16 收录
下载链接：
https://service.tib.eu/ldmservice/dataset/ead6e1e4-3afc-4ddb-8386-9f15cbd1ef83
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资源简介：
The dataset is used to study the optimal investment and proportional reinsurance problem of an insurance company, whose investment preferences are described via a forward dynamic utility of exponential type in a stochastic factor model.
提供机构：
TIB
创建时间：
2024-12-17
