Optimal investment for an insurer with exponential utility preference (Q865611)
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scientific article; zbMATH DE number 5128331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment for an insurer with exponential utility preference |
scientific article; zbMATH DE number 5128331 |
Statements
Optimal investment for an insurer with exponential utility preference (English)
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19 February 2007
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exponential utility
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admissible strategy
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Itō's formula
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exponential martingale
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adjustment coefficient
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