Derivatives trading for insurers
From MaRDI portal
Publication:1757608
DOI10.1016/j.insmatheco.2018.11.001zbMath1419.91387OpenAlexW2893970470WikidataQ128958373 ScholiaQ128958373MaRDI QIDQ1757608
Xiaole Xue, Chengguo Weng, Pengyu Wei
Publication date: 15 January 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.11.001
Optimal stochastic control (93E20) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)
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