scientific article; zbMATH DE number 7266451

DOI10.3969/J.ISSN.1001-4268.2020.02.007MaRDI QIDQ5129446zbMATH OpenFDO

Authors Qian Zhao, Shaohui Zhu

Publication date 27 October 2020

zbMATH Keywords

insurermartingale approachoptimal investment strategySAHARA utility function

Mathematics Subject Classification ID

Portfolio theory (91G10) Utility theory (91B16)

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