Optimal investment for insurers with correlation risk: risk aversion and investment horizon (Q5234100)
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scientific article; zbMATH DE number 7110043
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment for insurers with correlation risk: risk aversion and investment horizon |
scientific article; zbMATH DE number 7110043 |
Statements
Optimal investment for insurers with correlation risk: risk aversion and investment horizon (English)
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25 September 2019
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Wishart process
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utility theory
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verification theorem
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correlation risk
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