Bayesian optimal investment and reinsurance with dependent financial and insurance risks
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Publication:2135611
DOI10.1515/strm-2021-0029zbMath1496.91076arXiv2103.05777OpenAlexW4287326247MaRDI QIDQ2135611
Nicole Bäuerle, Gregor Leimcke
Publication date: 9 May 2022
Published in: Statistics \& Risk Modeling (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.05777
Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Actuarial mathematics (91G05)
Related Items (1)
Optimal investment strategy for an insurer with partial information in capital and insurance markets
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