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Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility
- Source :
- SIAM Journal on Financial Mathematics. 13:903-943
- Publication Year :
- 2022
- Publisher :
- Society for Industrial & Applied Mathematics (SIAM), 2022.
- Subjects :
- Numerical Analysis
Applied Mathematics
Finance
Subjects
Details
- ISSN :
- 1945497X
- Volume :
- 13
- Database :
- OpenAIRE
- Journal :
- SIAM Journal on Financial Mathematics
- Accession number :
- edsair.doi...........45427372aae3d510a8ddf5a6f23f8ddf
- Full Text :
- https://doi.org/10.1137/21m1411093