Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (Q2132264): Difference between revisions
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Revision as of 06:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints |
scientific article |
Statements
Equilibrium investment and risk control for an insurer with non-Markovian regime-switching and no-shorting constraints (English)
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27 April 2022
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mean-variance criterion
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non-Markovian regime-switching
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open-loop equilibrium strategy
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bounded mean oscillation martingale
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backward stochastic differential equation
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