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Asymmetric information
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Optimal investment and risk control for an insurer under inside information
Peng, Xingchun
;
Wang, Wenyuan
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 104-116
Persistent link: https://www.econbiz.de/10011530931
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Robust optimal investment and reinsurance for an insurer with inside information
Peng, Xingchun
;
Chen, Fenge
;
Wang, Wenyuan
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 15-30
Persistent link: https://www.econbiz.de/10012482740
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