Expected utility maximization for an insurer with investment and risk control under inside information
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Publication:5079840
DOI10.1080/03610926.2020.1757716OpenAlexW3017733981MaRDI QIDQ5079840
Publication date: 30 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1757716
Statistics (62-XX) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80) Financial and insurance mathematics (aspects of mathematics education) (97M30)
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