Optimal Deterministic Investment Strategies for Insurers
Year of publication: |
2013
|
---|---|
Authors: | Bäuerle, Nicole ; Rieder, Ulrich |
Published in: |
Risks. - MDPI, Open Access Journal, ISSN 2227-9091. - Vol. 1.2013, 3, p. 101-118
|
Publisher: |
MDPI, Open Access Journal |
Subject: | deterministic control problem | mean-variance | risk measure | Lévy process |
Extent: | application/pdf text/html |
---|---|
Type of publication: | Article |
Classification: | C - Mathematical and Quantitative Methods ; G0 - Financial Economics. General ; G1 - General Financial Markets ; G2 - Financial Institutions and Services ; G3 - Corporate Finance and Governance ; M2 - Business Economics ; M4 - Accounting and Auditing ; K2 - Regulation and Business Law |
Source: |
-
Impact of Climate Change on Heat Wave Risk
Biard, Romain, (2013)
-
The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio
Busse, Marc, (2014)
-
Chen, An, (2015)
- More ...
-
Optimal scheduling in heterogeneous two-station queueing networks
Bäuerle, Nicole, (1998)
-
Optimal scheduling in heterogeneous two-station queueing networks
Bäuerle, Nicole, (1998)
-
Optimal deterministic investment strategies for insurers
Bäuerle, Nicole, (2013)
- More ...