Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618)

From MaRDI portal
Revision as of 13:59, 30 July 2024 by Daniel (talk | contribs) (‎Created claim: Wikidata QID (P12): Q125926798, #quickstatements; #temporary_batch_1722291251637)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Optimal investment and risk control policies for an insurer: expected utility maximization
scientific article

    Statements

    title
    Optimal investment and risk control policies for an insurer: expected utility maximization (English)
    0 references
    author
    Bin Zou
    0 references
    Abel Cadenillas
    0 references
    publication date
    28 January 2015
    0 references
    Mathematics Subject Classification ID
    91B30
    0 references
    91G10
    0 references
    60J75
    0 references
    zbMATH DE Number
    6391852
    0 references
    zbMATH Keywords
    jump-diffusion process
    0 references
    martingale approach
    0 references
    HARA utility
    0 references
    CARA utility
    0 references
    quadratic utility
    0 references
    OpenAlex ID
    W1598117570
    0 references
    arXiv ID
    1402.3560
    0 references
    cites work
    Q4032143
    0 references
    Q4368791
    0 references
    Wikidata QID
    Q125926798
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2513618&oldid=37444765"
    Powered by MediaWiki