Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 08:05, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal investment strategy for an insurer with partial information in capital and insurance markets |
scientific article |
Statements
Optimal investment strategy for an insurer with partial information in capital and insurance markets (English)
0 references
29 March 2023
0 references
optimal investment strategy
0 references
partial information
0 references
dynamic programming principle
0 references
filtering theory
0 references
Bayesian approach
0 references