Derivatives trading for insurers
Xiaole Xue, Pengyu Wei, Chengguo Weng
| Year of publication: |
2019
|
|---|---|
| Authors: | Xue, Xiaole ; Wei, Pengyu ; Weng, Chengguo |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 84.2019, p. 40-53
|
| Subject: | Derivatives trading | HJB equations | Investment–reinsurance | Stochastic control | Stochastic volatility | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Risikomanagement | Risk management | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2018.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011990431