Optimal proportional reinsurance and investment under partial information (Q2513598): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Xing-Chun Peng / rank | |||
| Property / author | |||
| Property / author: Hu, Yijun / rank | |||
Revision as of 20:55, 9 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal proportional reinsurance and investment under partial information |
scientific article |
Statements
Optimal proportional reinsurance and investment under partial information (English)
0 references
28 January 2015
0 references
reinsurance
0 references
portfolio
0 references
partial information
0 references
Malliavin calculus
0 references
