Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model

DOI10.1155/2022/3974488zbMATH Open1490.91175OpenAlexW4205168770MaRDI QIDQ2073576FDOQ2073576

Authors: Hanlei Hu, Shaoyong Lai, Hongjing Chen

Publication date: 2 February 2022

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2022/3974488

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Mathematics Subject Classification ID

Actuarial mathematics (91G05) Portfolio theory (91G10)

Cites Work

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