An HMM approach for optimal investment of an insurer (Q2864634)
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scientific article; zbMATH DE number 6232534
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An HMM approach for optimal investment of an insurer |
scientific article; zbMATH DE number 6232534 |
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An HMM approach for optimal investment of an insurer (English)
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26 November 2013
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optimal investment
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insurance risk
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model uncertainty
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hidden Markov model
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HJB dynamic programming
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robust filters
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0.809016227722168
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0.8072834610939026
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0.7876440286636353
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0.7845056056976318
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0.7659991383552551
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