Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446): Difference between revisions
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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 |
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Optimal investment strategy for an insurer with partial information in capital and insurance markets (English)
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29 March 2023
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optimal investment strategy
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partial information
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dynamic programming principle
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filtering theory
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Bayesian approach
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