未知市场风险价格下的投资组合和再保险优化

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2024-08-15 DOI:10.1080/14697688.2024.2384392

Claudia Ceci, Katia Colaneri

引用次数: 0

摘要

我们研究了保险公司在掌握部分风险市场价格信息的情况下的最优投资和再保险问题。通过使用过滤技术，我们将...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Portfolio and reinsurance optimization under unknown market price of risk

We investigate the optimal investment-and-reinsurance problem for insurance company with partial information on the market price of the risk. Through the use of filtering techniques, we convert the...

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.