A BSDE-based approach for the optimal reinsurance problem under partial information
| Autor: | Brachetta, M., Ceci, C. |
|---|---|
| Zdroj: | In Insurance Mathematics and Economics November 2020 95:1-16 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Brachetta, M., Ceci, C. |
|---|---|
| Zdroj: | In Insurance Mathematics and Economics November 2020 95:1-16 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect