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Special issue: Nonconvex optimization in control
Teo, Kok Lay
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001700839
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Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen
;
Yiu, Ka Fai Cedric
;
Loxton, Ryan C.
; …
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
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