Optimal investment and risk control for an insurer under inside information (Q343979): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1016/j.insmatheco.2016.04.008 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.INSMATHECO.2016.04.008 / rank | |||
Normal rank |
Revision as of 00:12, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal investment and risk control for an insurer under inside information |
scientific article |
Statements
Optimal investment and risk control for an insurer under inside information (English)
0 references
21 November 2016
0 references
investment
0 references
risk control
0 references
inside information
0 references
forward integral
0 references
enlargement of filtration
0 references
0 references
0 references
0 references
0 references
0 references
0 references