Robust optimal investment and reinsurance problems with learning (Q4990504)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robust optimal investment and reinsurance problems with learning |
scientific article; zbMATH DE number 7352452
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust optimal investment and reinsurance problems with learning |
scientific article; zbMATH DE number 7352452 |
Statements
Robust optimal investment and reinsurance problems with learning (English)
0 references
28 May 2021
0 references
risk theory
0 references
stochastic control
0 references
filter
0 references
robust approach
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8261598348617554
0 references
0.8205588459968567
0 references
0.8204123973846436
0 references
0.8191949725151062
0 references
0.8154427409172058
0 references
