Optimal non-proportional reinsurance control and stochastic differential games
Year of publication: |
2011
|
---|---|
Authors: | Taksar, Michael ; Zeng, Xudong |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 48.2011, 1, p. 64-72
|
Saved in:
Saved in favorites
Similar items by person
-
Optimal non-proportional reinsurance control and stochastic differential games
Taksar, Michael I., (2011)
-
A stochastic volatility model and optimal portfolio selection
Zeng, Xudong, (2013)
-
Optimal non-proportional reinsurance control and stochastic differential games
Taksar, Michael, (2011)
- More ...