Optimal proportional reinsurance and investment under partial information (Q2513598)

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Optimal proportional reinsurance and investment under partial information
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    title
    Optimal proportional reinsurance and investment under partial information (English)
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    publication date
    28 January 2015
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    Mathematics Subject Classification ID
    91B30
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    60J70
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    60H30
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    60H07
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    60G51
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    91G10
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    zbMATH DE Number
    6391834
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    zbMATH Keywords
    reinsurance
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    portfolio
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    partial information
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    Malliavin calculus
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    author
    Xing-Chun Peng
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    Hu, Yijun
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