Optimal investment for insurers when the stock price follows an exponential Lévy process
| Year of publication: |
2007
|
|---|---|
| Authors: | Kostadinova, Radostina |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 41.2007, 2, p. 250-263
|
| Publisher: |
Elsevier |