Optimal investment and risk control for an insurer under inside information
Year of publication: |
July 2016
|
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Authors: | Peng, Xingchun ; Wang, Wenyuan |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 69.2016, p. 104-116
|
Subject: | Investment | Risk control | Inside information | Forward integral | Enlargement of filtration | Insiderhandel | Insider trading | Theorie | Theory | Asymmetrische Information | Asymmetric information | Portfolio-Management | Portfolio selection | Investitionsrisiko | Investment risk | EU-Staaten | EU countries | Risikomanagement | Risk management |
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