Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation (Q5077872)
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: Risk minimization for an insurer with investment and reinsurance via g-expectation |
scientific article; zbMATH DE number 7529835
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation |
scientific article; zbMATH DE number 7529835 |
Statements
Risk minimization for an insurer with investment and reinsurance via <i>g</i>-expectation (English)
0 references
20 May 2022
0 references
investment
0 references
reinsurance
0 references
\(g\)-expectation
0 references
stochastic maximum principles
0 references
Malliavin calculus
0 references
0 references
0 references
0 references
0 references
0 references
