Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets (Q1735027): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2018.11.007
@@ Property / DOI: 10.1016/j.insmatheco.2018.11.007 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2018.11.007
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+W2905016558
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@@ Property / cites work @@
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@@ Property / Wikidata QID @@
+Q128760187
@@ Property / Wikidata QID: Q128760187 / rank @@
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2018.11.007
@@ Property / DOI: 10.1016/J.INSMATHECO.2018.11.007 / rank @@
+Normal rank