Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335)

From MaRDI portal
Revision as of 18:43, 30 December 2024 by Import241228121245 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 7826824
Language Label Description Also known as
English
Optimal reinsurance via BSDEs in a partially observable model with jump clusters
scientific article; zbMATH DE number 7826824

    Statements

    title
    Optimal reinsurance via BSDEs in a partially observable model with jump clusters (English)
    0 references
    author
    Matteo Brachetta
    0 references
    Giorgia Callegaro
    0 references
    Claudia Ceci
    0 references
    Carlo Sgarra
    0 references
    publication date
    2 April 2024
    0 references
    zbMATH Keywords
    optimal reinsurance
    0 references
    partial information
    0 references
    Hawkes processes
    0 references
    Cox processes with shot noise
    0 references
    BSDEs
    0 references
    cites work
    Aspects of risk theory
    0 references
    Q4778955
    0 references
    Q5434181
    0 references

    Identifiers

    arXiv ID
    2207.05489
    0 references
    Mathematics Subject Classification ID
    91G05
    0 references
    60H30
    0 references
    60G55
    0 references
    60J74
    0 references
    zbMATH DE Number
    7826824
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6130335&oldid=39717614"
    Powered by MediaWiki