Optimal deterministic investment strategies for insurers
Year of publication: |
2013
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Authors: | Bäuerle, Nicole ; Rieder, Ulrich |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 1.2013, 3, p. 101-118
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Subject: | deterministic control problem | mean-variance | risk measure | L´evy process | Portfolio-Management | Portfolio selection | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure | Risiko | Risk |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.3390/risks1030101 [DOI] hdl:10419/103610 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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