A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching (Q4916397)
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scientific article; zbMATH DE number 6156463
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching |
scientific article; zbMATH DE number 6156463 |
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A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching (English)
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22 April 2013
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backward stochastic differential equations
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hidden regime switching
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insurance risk
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non-Markovian framework
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optimal investment
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