Optimal premium policy of an insurance firm: full and partial information

DOI10.1016/j.insmatheco.2010.04.007zbMath1231.91200OpenAlexW2085164146MaRDI QIDQ661239

Guangchen Wang, Zhen Wu, Jianhui Huang

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.04.007

zbMATH Keywords

forwardstochastic controlbackward stochastic differential equationpartial informationbackward separation techniqueoptimal premium policy

Mathematics Subject Classification ID

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