Optimal investment of an insurer with regime-switching and risk constraint (Q4576870)
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scientific article; zbMATH DE number 6901178
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment of an insurer with regime-switching and risk constraint |
scientific article; zbMATH DE number 6901178 |
Statements
Optimal investment of an insurer with regime-switching and risk constraint (English)
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11 July 2018
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optimal investment
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entropy risk
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risk constraint
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regime-switching
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model uncertainty
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stochastic differential game
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