Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6582307)
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scientific article; zbMATH DE number 7891423
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean reflected BSDE driven by a marked point process and application in insurance risk management |
scientific article; zbMATH DE number 7891423 |
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Mean reflected BSDE driven by a marked point process and application in insurance risk management (English)
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2 August 2024
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BSDEs with mean reflection
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marked point process
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super-hedging with insurance re-payment
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