Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q652607 |
Changed an Item |
||
| Property / author | |||
| Property / author: Lin-Yi Qian / rank | |||
Normal rank | |||
Revision as of 03:45, 20 February 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
