Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach
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Publication:5467654
DOI10.1080/03461230410000592zbMath1092.91044MaRDI QIDQ5467654
Jostein Paulsen, Christian Irgens
Publication date: 24 May 2006
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230410000592
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