Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory (Q6556595)
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scientific article; zbMATH DE number 7866370
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| English | Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory |
scientific article; zbMATH DE number 7866370 |
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Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory (English)
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17 June 2024
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optimal investment
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jump-diffusion
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regime-switching
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noisy memory
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BSDE
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convex risk measures
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0.8184182643890381
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0.8136717081069946
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0.7938580513000488
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0.7934934496879578
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0.788178563117981
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