Optimal proportional reinsurance and investment under partial information (Q2513598): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.07.004 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2049124150 / rank | |||
Normal rank | |||
Revision as of 21:27, 19 March 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
