Expected power utility maximization of insurers
Hiroaki Hata, Kazuhiro Yasuda
| Year of publication: |
2024
|
|---|---|
| Authors: | Hata, Hiroaki ; Yasuda, Kazuhiro |
| Subject: | Hamilton-Jacobi-Bellman equation | Power utility | Risk process | Stochastic control | Stochastic factor model | Stochastischer Prozess | Stochastic process | Theorie | Theory | Portfolio-Management | Portfolio selection | Elektrizitätswirtschaft | Electric power industry | Risiko | Risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-023-09425-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015072354