Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment strategy for an insurer with partial information in capital and insurance markets |
scientific article |
Statements
Optimal investment strategy for an insurer with partial information in capital and insurance markets (English)
0 references
29 March 2023
0 references
optimal investment strategy
0 references
partial information
0 references
dynamic programming principle
0 references
filtering theory
0 references
Bayesian approach
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
