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Optimal investment and risk control for an insurer with partial information in an anticipating environment - MaRDI portal

Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057)

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scientific article; zbMATH DE number 6993728
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English
Optimal investment and risk control for an insurer with partial information in an anticipating environment
scientific article; zbMATH DE number 6993728

    Statements

    title
    Optimal investment and risk control for an insurer with partial information in an anticipating environment (English)
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    author
    Fenge Chen
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    Wenyuan Wang
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    Xing-Chun Peng
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    publication date
    14 December 2018
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    Mathematics Subject Classification ID
    91B30
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    91G10
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    60H07
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    60G51
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    zbMATH DE Number
    6993728
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    zbMATH Keywords
    investment
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    risk control
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    partial information
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    anticipating environment
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    forward integrals
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    Malliavin calculus
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    OpenAlex ID
    W2806057345
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    cites work
     
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