Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation (Q5077872): Difference between revisions

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Latest revision as of 00:59, 29 July 2024

scientific article; zbMATH DE number 7529835
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English
Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation
scientific article; zbMATH DE number 7529835

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    Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation (English)
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    20 May 2022
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    investment
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    reinsurance
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    \(g\)-expectation
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    stochastic maximum principles
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    Malliavin calculus
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