Optimal investment for insurers when the stock price follows an exponential Lévy process
Year of publication: |
2007
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Authors: | Kostadinova, Radostina |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 41.2007, 2, p. 250-263
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