Optimal hedging for fund and insurance managers with partially observable investment flows (Q4683056)
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scientific article; zbMATH DE number 6939260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging for fund and insurance managers with partially observable investment flows |
scientific article; zbMATH DE number 6939260 |
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Optimal hedging for fund and insurance managers with partially observable investment flows (English)
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19 September 2018
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insurance
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mean-variance hedging
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filtering
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queueing
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Jackson's network
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random measure
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