2 papers
math.OC2023
Optimal Investment-Consumption-Insurance with Partial Information and Correlation Between Assets Price and Factor Process
Woundjiagué Apollinaire, Rodwell Kufakunesu, Julius Esunge
In this research, we present an analysis of the optimal investment, consumption, and life insurance acquisition problem for a wage earner with partial information. Our study consid…
stat.ME2018
A Hybrid Fuzzy Regression Model for Optimal Loss Reserving in Insurance
Woundjiagué Apollinaire, Mbele Bidima Martin Le Doux, Waweru Mwangi Ronald
In this article, a Hybrid Fuzzy Regression Model with Asymmetric Triangular Fuzzy Coefficients and optimized value in Generalized Linear Models (GLM) framework have been develo…