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- W3017733981 abstract "This paper studies optimal investment and risk control strategies for an insurer who owns insider information. The insurance risk process is governed by a general jump diffusion process with random..." @default.
- W3017733981 created "2020-05-01" @default.
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- W3017733981 date "2020-04-27" @default.
- W3017733981 modified "2023-09-25" @default.
- W3017733981 title "Expected utility maximization for an insurer with investment and risk control under inside information" @default.
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- W3017733981 doi "https://doi.org/10.1080/03610926.2020.1757716" @default.
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