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Optimization of probability of survival of insurance company investment with power utility function
Ihedioha, Silas A.; Osu, Bright O. - In: Inventi impact: microfinance & banking (2014) 1, pp. 26-31
Persistent link: https://www.econbiz.de/10010344835
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The portfolios of an insurer and a reinsurer under exponential utility function, constant rate of returns and proportional reinsurance
Ihedioha, Silas A. - In: Inventi impact: microfinance & banking (2016) 2, pp. 65-76
Persistent link: https://www.econbiz.de/10011512827
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Optimization of an investor's portfolio under constant elasticity of variance model and power utility function
Ihedioha, Silas A. - In: Inventi impact: emerging economies (2016) 4, pp. 196-203
Persistent link: https://www.econbiz.de/10011588768