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IMA journal of management mathematics
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Capital requirements and optimal investment with solvency probability constraints
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Siu, Tak Kuen
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 345-375
Persistent link: https://www.econbiz.de/10011515664
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Aggregation of randomly weighted large risks
Asimit, Alexandru V.
;
Hashorva, Enkelejd
;
Kortschak, Dominik
- In:
IMA journal of management mathematics
28
(
2017
)
3
,
pp. 403-419
Persistent link: https://www.econbiz.de/10011774250
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