Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Optimal hedging for fund and insurance managers with partially observable investment flows - MaRDI portal

Optimal hedging for fund and insurance managers with partially observable investment flows (Q4683056)

From MaRDI portal
scientific article; zbMATH DE number 6939260
Language Label Description Also known as
English
Optimal hedging for fund and insurance managers with partially observable investment flows
scientific article; zbMATH DE number 6939260

    Statements

    title
    Optimal hedging for fund and insurance managers with partially observable investment flows (English)
    0 references
    author
    Masaaki Fujii
    0 references
    Akihiko Takahashi
    0 references
    publication date
    19 September 2018
    0 references
    zbMATH Keywords
    insurance
    0 references
    mean-variance hedging
    0 references
    filtering
    0 references
    queueing
    0 references
    Jackson's network
    0 references
    random measure
    0 references
    cites work
    Q4323296
    0 references
    Q4433608
    0 references
    Q3774629
    0 references
    Q3849137
    0 references
    Q3995203
    0 references
    Q5434181
    0 references
    Q3503154
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B30
    0 references
    91G20
    0 references
    60H10
    0 references
    zbMATH DE Number
    6939260
    0 references
    OpenAlex ID
    W3023173308
    0 references
    arXiv ID
    1401.2314
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4683056&oldid=36427380"
    Powered by MediaWiki