Research Article
Optimal Time-Consistent Investment and Reinsurance Strategy Under Time Delay and Risk Dependent Model
Table 2
Optimal time-consistent strategy in
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| t | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 |
| | 1.9205 | 2.5032 | 3.2628 | 4.2528 | 5.5433 | 7.2253 | 9.4177 | 12.2753 | 16.0000 | | 0.4213 | 0.5026 | 0.5997 | 0.4458 | 0.5577 | 0.6911 | 0.8502 | 1.0000 | 1.0000 | | 0.6019 | 0.7181 | 0.8567 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 | 1.0000 |
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