Ordering optimal proportions in the asset allocation problem with dependent default risks
| Year of publication: |
2004
|
|---|---|
| Authors: | Cheung, Ka Chun ; Yang, Hailiang |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 35.2004, 3, p. 595-609
|
| Publisher: |
Elsevier |