Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078)
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scientific article; zbMATH DE number 7119967
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| default for all languages | No label defined |
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| English | Optimal investment and risk control policies for an insurer in an incomplete market |
scientific article; zbMATH DE number 7119967 |
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Optimal investment and risk control policies for an insurer in an incomplete market (English)
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21 October 2019
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investment
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risk control
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martingale approach
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mean-variance
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expected utility
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0.8882803916931152
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0.8671138286590576
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0.839979887008667
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0.8303635716438293
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