Optimal investment under transaction costs for an insurer (Q487570): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:04, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment under transaction costs for an insurer |
scientific article |
Statements
Optimal investment under transaction costs for an insurer (English)
0 references
22 January 2015
0 references
optimal investment
0 references
geometric Brownian motion
0 references
proportional and fixed transaction costs
0 references
numerical examples
0 references
insurance company
0 references
