Optimal investment for an insurer: the martingale approach (Q995514)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5186585
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal investment for an insurer: the martingale approach |
scientific article; zbMATH DE number 5186585 |
Statements
Optimal investment for an insurer: the martingale approach (English)
0 references
3 September 2007
0 references
mean-variance efficient portfolio
0 references
martingale approach
0 references
forward-backward stochastic differential equation (FBSDE)
0 references
insurer
0 references
0 references
0 references
0.9307355
0 references
0.9154794
0 references
0.91477305
0 references
0 references
0 references
0.9123979
0 references
