Optimal investment for an insurer under liquid reserves (Q2031332)

From MaRDI portal
Revision as of 16:52, 30 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Optimal investment for an insurer under liquid reserves
scientific article

    Statements

    Optimal investment for an insurer under liquid reserves (English)
    0 references
    0 references
    0 references
    9 June 2021
    0 references
    risk model
    0 references
    liquid reserve
    0 references
    CARA utility
    0 references
    quadratic utility
    0 references

    Identifiers