Bayesian optimal investment and reinsurance with dependent financial and insurance risks
Year of publication: |
2022
|
---|---|
Authors: | Bäuerle, Nicole ; Leimcke, Gregor |
Published in: |
Statistics & Risk Modeling. - De Gruyter Oldenbourg, ISSN 2196-7040, ZDB-ID 2630803-4. - Vol. 39.2022, 1-2, p. 23-47
|
Publisher: |
De Gruyter Oldenbourg |
Subject: | Risk theory | stochastic control | dependence modeling | learning | Bayesian model |
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