Optimal control of risk exposure, reinsurance and investments for insurance portfolios
| Year of publication: |
2004
|
|---|---|
| Authors: | Irgens, Christian ; Paulsen, Jostein |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 35.2004, 1, p. 21-51
|
| Publisher: |
Elsevier |