Optimal investment and consumption for an insurer with high-watermark performance fee

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Publication:1665626

DOI10.1155/2015/413072zbMATH Open1394.91237OpenAlexW1954032372WikidataQ59118514 ScholiaQ59118514MaRDI QIDQ1665626FDOQ1665626


Authors: Lin Xu, Hao Wang, Dingjun Yao Edit this on Wikidata


Publication date: 27 August 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/413072




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