Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation (Q5077872)
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scientific article; zbMATH DE number 7529835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation |
scientific article; zbMATH DE number 7529835 |
Statements
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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