Optimal investment strategy for an insurer with partial information in capital and insurance markets

DOI10.3934/jimo.2022171OpenAlexW4296368760MaRDI QIDQ2691446

Danping Li, Lv Chen, Zhixin Yang, Lin Xie, Lin-Yi Qian

Publication date: 29 March 2023

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2022171

zbMATH Keywords

partial informationfiltering theorydynamic programming principleBayesian approachoptimal investment strategy

Mathematics Subject Classification ID

Differential geometry of symmetric spaces (53C35)

Cites Work

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