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Property / DOI: 10.1016/j.insmatheco.2010.04.007 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.04.007 / rank
 
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Latest revision as of 01:16, 10 December 2024

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Optimal premium policy of an insurance firm: full and partial information
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    Optimal premium policy of an insurance firm: full and partial information (English)
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    10 February 2012
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    backward separation technique
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    forward
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    backward stochastic differential equation
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    optimal premium policy
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    partial information
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    stochastic control
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