|
|||||
|
|
Portfolio Selection and Risk Control for an Insurer With Uncertain Time Horizon and Partial Information in an Anticipating Environment |
|
| Authors: | Chen Fenge Li Bing Peng Xingchun |
| Affiliation: | 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... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |