Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078): Difference between revisions

From MaRDI portal
← Older edit
ReferenceBot (talk | contribs)
Bots
1,895,659 edits
‎Changed an Item
‎Created claim: Wikidata QID (P12): Q128129460, #quickstatements; #temporary_batch_1727091263461
 
Property / Wikidata QID
 
Property / Wikidata QID: Q128129460 / rank
 
Normal rank

Latest revision as of 13:38, 23 September 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

    title
    Optimal investment and risk control policies for an insurer in an incomplete market (English)
    0 references
    author
    Xiaoye Zhang
    0 references
    Ya Huang
    0 references
    Yingchun Deng
    0 references
    Jie-Ming Zhou
    0 references
    Xu-yan Xiang
    0 references
    published in
    Optimization
    0 references
    publication date
    21 October 2019
    0 references
    zbMATH Keywords
    investment
    0 references
    risk control
    0 references
    martingale approach
    0 references
    mean-variance
    0 references
    expected utility
    0 references
    cites work

    Identifiers

    Mathematics Subject Classification ID
    91G05
    0 references
    60K30
    0 references
    60G44
    0 references
    91B16
    0 references
    zbMATH DE Number
    7119967
    0 references
    OpenAlex ID
    W2921606944
    0 references
    Wikidata QID
    Q128129460
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5239078&oldid=37846406"
    Powered by MediaWiki