Optimal investment and risk control policies for an insurer in an incomplete market (Q5239078): Difference between revisions

@@ Property / author @@
-Jie-Ming Zhou
@@ Property / author: Jie-Ming Zhou / rank @@
-Normal rank
@@ Property / author @@
-Xu-yan Xiang
@@ Property / author: Xu-yan Xiang / rank @@
-Normal rank
@@ Property / author @@
+Jie-Ming Zhou
@@ Property / author: Jie-Ming Zhou / rank @@
+Normal rank
@@ Property / author @@
+Xu-yan Xiang
@@ Property / author: Xu-yan Xiang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/02331934.2019.1581778
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@@ Property / OpenAlex ID @@
+W2921606944
@@ Property / OpenAlex ID: W2921606944 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Stochastic calculus for finance. II: Continuous-time models.
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@@ links / mardi / name / links / mardi / name @@
+Publication:5239078