Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints
Year of publication: |
2009
|
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Authors: | Azcue, Pablo ; Muler, Nora |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 1, p. 26-34
|
Subject: | Theorie | Theory | Versicherung | Insurance | Portfolio-Management | Portfolio selection | Insolvenz | Insolvency | Liquiditätsbeschränkung | Liquidity constraint | Risikomodell | Risk model |
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