Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model (Q380466): Difference between revisions
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| Property / DOI | |||
| Property / DOI: 10.3934/jimo.2013.9.411 / rank | |||
| Property / author | |||
| Property / author: Lin-Yi Qian / rank | |||
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| Property / author: Rong-Ming Wang / rank | |||
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| Property / author: Lin-Yi Qian / rank | |||
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| Property / author | |||
| Property / author: Rong-Ming Wang / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 90C90 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J60 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6226866 / rank | |||
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| Property / zbMATH Keywords | |||
unit-linked life insurance | |||
| Property / zbMATH Keywords: unit-linked life insurance / rank | |||
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Lévy process | |||
| Property / zbMATH Keywords: Lévy process / rank | |||
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regime switching | |||
| Property / zbMATH Keywords: regime switching / rank | |||
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locally risk-minimizing strategy | |||
| Property / zbMATH Keywords: locally risk-minimizing strategy / rank | |||
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| Property / MaRDI profile type: Publication / rank | |||
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| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.3934/jimo.2013.9.411 / rank | |||
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| Property / OpenAlex ID: W2319605253 / rank | |||
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| Property / DOI | |||
| Property / DOI: 10.3934/JIMO.2013.9.411 / rank | |||
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Latest revision as of 15:52, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model |
scientific article |
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Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model (English)
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14 November 2013
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unit-linked life insurance
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Lévy process
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regime switching
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locally risk-minimizing strategy
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