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Optimal investment for an insurer with exponential utility preference
Wang, Nan - In: Insurance: Mathematics and Economics 40 (2007) 1, pp. 77-84
Persistent link: https://www.econbiz.de/10005374599
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A discussion on Buhlmann's criterion for asset valuation
Wang, Nan; Pang, Wan Kai; Huang, Wei Kwang - In: Insurance: Mathematics and Economics 30 (2002) 1, pp. 85-93
Persistent link: https://www.econbiz.de/10005375109
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Some characteristics of a surplus process in the presence of an upper barrier
Wang, Nan; Politis, Konstadinos - In: Insurance: Mathematics and Economics 30 (2002) 2, pp. 231-241
Persistent link: https://www.econbiz.de/10005375120
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The premium and the risk of a life policy in the presence of interest rate fluctuations
Wang, Nan; Gerrard, Russell; Haberman, Steven - In: Insurance: Mathematics and Economics 35 (2004) 3, pp. 537-551
Persistent link: https://www.econbiz.de/10005375380