Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
Ryle S. Perera
| Year of publication: |
2010
|
|---|---|
| Authors: | Perera, Ryle S. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 46.2010, 3, p. 479-484
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Versicherung | Insurance | Risiko | Risk | Risikomodell | Risk model | Investition | Investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003981144