Optimal decision on dynamic insurance price and investment portfolio of an insurer
Hong Mao; James M. Carson; Krzysztof M. Ostaszewski; Zhongkai Wen
| Year of publication: |
2013
|
|---|---|
| Authors: | Mao, Hong ; Carson, James M. ; Ostaszewski, Krzysztof M. ; Wen, Zhongkai |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 2, p. 359-369
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Versicherung | Insurance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009736098