A BSDE approach to optimal investment of an insurer with hidden regime switching (Q4916397)
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scientific article; zbMATH DE number 6156463
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| English | A BSDE approach to optimal investment of an insurer with hidden regime switching |
scientific article; zbMATH DE number 6156463 |
Statements
A BSDE Approach to Optimal Investment of an Insurer with Hidden Regime Switching (English)
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22 April 2013
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backward stochastic differential equations
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hidden regime switching
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insurance risk
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non-Markovian framework
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optimal investment
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0.8721674084663391
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0.817119300365448
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0.8168054819107056
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0.8072834610939026
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0.7893078327178955
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