Optimal investment–reinsurance policy for an insurance company with VaR constraint
| Year of publication: |
2010
|
|---|---|
| Authors: | Chen, Shumin ; Li, Zhongfei ; Li, Kemian |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 47.2010, 2, p. 144-154
|