Optimal proportional reinsurance and investment with transaction costs, Teil 1 : maximizing the terminal wealth
Xin-Li Zhang, Ke-Cun Zhang, Xing-Jiang Yu
| Year of publication: |
2009
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|---|---|
| Authors: | Zhang, Xin-li ; Zhang, Ke-cun ; Yu, Xing-jiang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 3, p. 473-478
|
| Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Rückversicherung | Reinsurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Mehrbändiges Werk ; Multi-volume publication ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009517616