Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
| Year of publication: |
2008
|
|---|---|
| Authors: | Bai, Lihua ; Guo, Junyi |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 42.2008, 3, p. 968-976
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