scientific article; zbMATH DE number 2051943
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Publication:4453974
zbMATH Open1067.91037MaRDI QIDQ4453974FDOQ4453974
Zhaopeng Ding, Lifei Zeng, Xuelei Zhao
Publication date: 7 March 2004
Title of this publication is not available (Why is that?)
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Special processes (60K99) Existence theories for free problems in two or more independent variables (49J10)
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- Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model
- Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
- Sub-optimal investment for insurers
- Optimal investment for investors with state dependent income, and for insurers
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