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 |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Optimal investment for insurers
Kostadinova, Radostina, (2005)
-
Integrated insurance risk models with exponential Lévy investment
Klüppelberg, Claudia, (2008)
-
Abhandlungen - Optimal investment for insurers
Kostadinova, Radostina, (2005)
- More ...