Mossin's theorem given random initial wealth
Year of publication: |
2011
|
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Authors: | Hong, Soon Koo ; Lew, Keun Ock ; MacMinn, Richard D. ; Brockett, Patrick L. |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 78.2011, 2, p. 309-324
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Subject: | Jan Mossin | Versicherungsschutz | Insurance coverage | Investitionsrisiko | Investment risk | Versicherungsökonomik | Economics of insurance |
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