Optimal decision on dynamic insurance price and investment portfolio of an insurer
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Publication:2442539
DOI10.1016/j.insmatheco.2013.01.007zbMath1284.91255MaRDI QIDQ2442539
Krzysztof Ostaszewski, James M. Carson, Zhongkai Wen, Hong Mao
Publication date: 3 April 2014
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.01.007
91G10: Portfolio theory
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