Optimal deterministic investment strategies for insurers
Year of publication: |
2013
|
---|---|
Authors: | Bäuerle, Nicole ; Rieder, Ulrich |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 1.2013, 3, p. 101-118
|
Publisher: |
Basel : MDPI |
Subject: | deterministic control problem | mean-variance | risk measure | Lévy process |
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