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Portfolio Selection and Risk Control for an Insurer With Uncertain Time Horizon and Partial Information in an Anticipating Environment |
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| Authors: | Chen Fenge Li Bing Peng Xingchun |
| Institution: | 1.School of Science, Wuhan University of Technology, Wuhan, 430072, P.R. China ;2.School of Economics, Wuhan University of Technology, Wuhan, 430072, P.R. China ; |
| Abstract: | Methodology and Computing in Applied Probability - This paper is devoted to the study of an optimal investment and risk control problem for an insurer. The risky asset process and the insurance... |
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