Optimal reinsurance via BSDEs in a partially observable model with jump clusters (Q6130335)
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scientific article; zbMATH DE number 7826824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance via BSDEs in a partially observable model with jump clusters |
scientific article; zbMATH DE number 7826824 |
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Optimal reinsurance via BSDEs in a partially observable model with jump clusters (English)
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2 April 2024
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optimal reinsurance
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partial information
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Hawkes processes
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Cox processes with shot noise
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BSDEs
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