Optimal investment of an insurer with regime-switching and risk constraint (Q4576870)
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scientific article; zbMATH DE number 6901178
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| English | Optimal investment of an insurer with regime-switching and risk constraint |
scientific article; zbMATH DE number 6901178 |
Statements
Optimal investment of an insurer with regime-switching and risk constraint (English)
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11 July 2018
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optimal investment
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entropy risk
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risk constraint
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regime-switching
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model uncertainty
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stochastic differential game
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0.8970735669136047
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0.8896152973175049
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0.8271774053573608
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0.8248456120491028
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0.8204663395881653
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