An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments
| Year of publication: |
2013
|
|---|---|
| Authors: | Badaoui, Mohamed ; Fernández, Begoña |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 53.2013, 1, p. 1-13
|