Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057)
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scientific article; zbMATH DE number 6993728
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and risk control for an insurer with partial information in an anticipating environment |
scientific article; zbMATH DE number 6993728 |
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Optimal investment and risk control for an insurer with partial information in an anticipating environment (English)
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14 December 2018
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investment
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risk control
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partial information
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anticipating environment
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forward integrals
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Malliavin calculus
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