Derivatives trading for insurers
type: Item
instance of: scholarly article
title: Derivatives trading for insurers
zbMATH Open document ID: 1419.91387
author: Xiaole Xue
author: Pengyu Wei
author: Chengguo Weng
published in: Insurance Mathematics \& Economics
publication date: 2019-01-15T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7001789
zbMATH Keywords: derivatives trading
zbMATH Keywords: HJB equations
zbMATH Keywords: investment-reinsurance
zbMATH Keywords: stochastic control
zbMATH Keywords: stochastic volatility
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2018.11.001
OpenAlex ID: W2893970470
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Wikidata QID: Q128958373
DOI: 10.1016/J.INSMATHECO.2018.11.001
description: scientific article; zbMATH DE number 7001789