Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078): Difference between revisions
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Revision as of 23:05, 28 February 2024
scientific article; zbMATH DE number 7119967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and risk control policies for an insurer in an incomplete market |
scientific article; zbMATH DE number 7119967 |
Statements
Optimal investment and risk control policies for an insurer in an incomplete market (English)
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21 October 2019
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investment
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risk control
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martingale approach
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mean-variance
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expected utility
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