Optimal investment and risk control for an insurer under inside information (Q343979): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6654902 / rank | |||
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| Property / zbMATH Keywords | |||
investment | |||
| Property / zbMATH Keywords: investment / rank | |||
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risk control | |||
| Property / zbMATH Keywords: risk control / rank | |||
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inside information | |||
| Property / zbMATH Keywords: inside information / rank | |||
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forward integral | |||
| Property / zbMATH Keywords: forward integral / rank | |||
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enlargement of filtration | |||
| Property / zbMATH Keywords: enlargement of filtration / rank | |||
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Revision as of 06:51, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and risk control for an insurer under inside information |
scientific article |
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Optimal investment and risk control for an insurer under inside information (English)
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21 November 2016
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investment
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risk control
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inside information
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forward integral
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enlargement of filtration
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