Risk minimization for an insurer with investment and reinsurance via g-expectation
DOI10.1080/03610926.2018.1504077OpenAlexW2917585615MaRDI QIDQ5077872FDOQ5077872
Authors: Fenge Chen, Wenyuan Wang, Xingchun Peng 
Publication date: 20 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1504077
Statistics (62-XX) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Optimal stochastic control (93E20) Financial and insurance mathematics (aspects of mathematics education) (97M30)
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