Optimal investment under transaction costs for an insurer (Q487570)

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Optimal investment under transaction costs for an insurer
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    title
    Optimal investment under transaction costs for an insurer (English)
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    author
    Stefan Thonhauser
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    publication date
    22 January 2015
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    zbMATH DE Number
    6389502
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    zbMATH Keywords
    optimal investment
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    geometric Brownian motion
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    proportional and fixed transaction costs
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    numerical examples
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    insurance company
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    OpenAlex ID
    W1972303328
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