On reinsurance and investment for large insurance portfolios
Year of publication: |
2008
|
---|---|
Authors: | Luo, Shangzhen ; Taksar, Michael I. ; Tsoi, Allanus |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 42.2008, 1, p. 434-444
|
Subject: | Portfolio-Investition | Foreign portfolio investment | Versicherung | Insurance | Finanzmathematik | Mathematical finance |
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