Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model (Q380466)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model |
scientific article; zbMATH DE number 6226866
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model |
scientific article; zbMATH DE number 6226866 |
Statements
Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model (English)
0 references
14 November 2013
0 references
unit-linked life insurance
0 references
Lévy process
0 references
regime switching
0 references
locally risk-minimizing strategy
0 references
