Optimal investment and risk control for an insurer under inside information
Xingchun Peng, Wenyuan Wang
| Year of publication: |
July 2016
|
|---|---|
| Authors: | Peng, Xingchun ; Wang, Wenyuan |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 69.2016, p. 104-116
|
| Subject: | Investment | Risk control | Inside information | Forward integral | Enlargement of filtration | Theorie | Theory | Insiderhandel | Insider trading | Risikomanagement | Risk management | Risikomodell | Risk model | Asymmetrische Information | Asymmetric information | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011530931