Optimal control and dependence modeling of insurance portfolios with Lévy dynamics
Nicole Bäuerle; Anja Blatter
| Year of publication: |
2011
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|---|---|
| Authors: | Bäuerle, Nicole ; Blatter, Anja |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 48.2011, 3, p. 398-405
|
| Subject: | Portfolio-Management | Portfolio selection | Kontrolltheorie | Control theory | Versicherung | Insurance | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
| 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/10008989286