Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach
| Year of publication: |
2005
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|---|---|
| Authors: | Irgens, Christian ; Paulsen, Jostein |
| Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - Vol. 105.2005, 2, p. 142
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