Optimal investment and risk control for an insurer under inside information (Q343979): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q517214 |
||
Property / author | |||
Property / author: Xing-Chun Peng / rank | |||
Revision as of 14:38, 15 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal investment and risk control for an insurer under inside information |
scientific article |
Statements
Optimal investment and risk control for an insurer under inside information (English)
0 references
21 November 2016
0 references
investment
0 references
risk control
0 references
inside information
0 references
forward integral
0 references
enlargement of filtration
0 references