Research Article
Optimal Time-Consistent Investment and Reinsurance Strategy Under Time Delay and Risk Dependent Model
Table 1
Optimal time-consistent strategy in
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| t | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 |
| | 3.8978 | 4.6503 | 5.5481 | 6.6192 | 7.8971 | 9.4218 | 11.2407 | 13.4109 | 16.0000 | | 0.4213 | 0.5026 | 0.5997 | 0.7155 | 0.8536 | 1.0184 | 1.2150 | 1.4496 | 1.7294 | | 0.6019 | 0.7181 | 0.8567 | 1.0221 | 1.2194 | 1.4548 | 1.7357 | 2.0708 | 2.4706 |
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