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
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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