A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching (Q4916397): Difference between revisions

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Latest revision as of 08:56, 6 July 2024

scientific article; zbMATH DE number 6156463
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English
A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching
scientific article; zbMATH DE number 6156463

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    A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching (English)
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    22 April 2013
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    backward stochastic differential equations
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    hidden regime switching
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    insurance risk
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    non-Markovian framework
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    optimal investment
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