Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model (Q380466): Difference between revisions
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Revision as of 09:07, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model |
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Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model (English)
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14 November 2013
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unit-linked life insurance
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Lévy process
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regime switching
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locally risk-minimizing strategy
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