Optimal investment and risk control policies for an insurer: expected utility maximization
From MaRDI portal
Publication:2513618
DOI10.1016/j.insmatheco.2014.06.006zbMath1304.91141arXiv1402.3560OpenAlexW1598117570WikidataQ125926798 ScholiaQ125926798MaRDI QIDQ2513618
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.3560
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