Optimal investment strategy for a non-life insurance company: quadratic loss (Q5469343): Difference between revisions
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Latest revision as of 02:02, 20 March 2024
scientific article; zbMATH DE number 5024320
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategy for a non-life insurance company: quadratic loss |
scientific article; zbMATH DE number 5024320 |
Statements
Optimal investment strategy for a non-life insurance company: quadratic loss (English)
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18 May 2006
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optimal investment strategy
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insurer's wealth path dependent disutility optimization
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Hamilton-Jacobi-Bellman equation
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Lévy-type stochastic integrals
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