Optimal investment and risk control strategies for an insurance fund in stochastic framework
Patrick Kandege Mwanakatwe, Xiaoguang Wang, Yue Su
| Year of publication: |
2019
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|---|---|
| Authors: | Mwanakatwe, Patrick Kandege ; Wang, Xiaoguang ; Su, Yue |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 9.2019, 3, p. 254-265
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| Subject: | Hull-White SV Model | Investment Policies | Stochastic Optimal Control | Reinsurance | Rückversicherung | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Portfolio-Management | Portfolio selection | Risikomodell | Risk model | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2019.93014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210171