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Optimal reinsurance and investment problem under fractional power utility function

This paper discusses the optimal problem of reinsurance and investment for insurance companies with a fractional power utility function. Insurance companies can buy reinsurance contracts and invest their wealth in risk-free or riskfree financial securities. It is assumed that the insurance company...

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書誌詳細
主要な著者:	Maulana, Malik, Mustafa, Mamat, Siti Sabariah, Abas, Ibrahim, Mohammed Sulaiman, Sukono, ., Abdul Talib, Bon
フォーマット:	Conference or Workshop Item
言語:	English
出版事項:	2020
主題:	H Social Sciences (General) HB Economic Theory HD28 Management. Industrial Management
オンライン･アクセス:	http://eprints.unisza.edu.my/1821/1/FH03-FIK-20-42150.pdf http://eprints.unisza.edu.my/1821/
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