Optimal portfolio choice for an insurer with loss aversion (Q2513637)

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Optimal portfolio choice for an insurer with loss aversion
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    Statements

    title
    Optimal portfolio choice for an insurer with loss aversion (English)
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    author
    Wen-jing Guo
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    publication date
    28 January 2015
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    zbMATH Keywords
    portfolio choice
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    insurance company
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    behavioral finance
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    loss aversion
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    martingale method
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    91B30
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    60G51
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    zbMATH DE Number
    6391868
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    OpenAlex ID
    W2075737764
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