A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching (Q4916397): Difference between revisions
From MaRDI portal
Latest revision as of 08:56, 6 July 2024
scientific article; zbMATH DE number 6156463
Language | Label | Description | Also known as |
---|---|---|---|
English | A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching |
scientific article; zbMATH DE number 6156463 |
Statements
A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching (English)
0 references
22 April 2013
0 references
backward stochastic differential equations
0 references
hidden regime switching
0 references
insurance risk
0 references
non-Markovian framework
0 references
optimal investment
0 references
0 references
0 references
0 references