Ordering optimal proportions in the asset allocation problem with dependent default risks
Year of publication: |
2004
|
---|---|
Authors: | Cheung, Ka Chun ; Yang, Hailiang |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 35.2004, 3, p. 595-609
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Upper comonotonicity and convex upper bounds for sums of random variables
Dong, Jing, (2010)
-
Optimal stopping behavior of equity-linked investment products with regime switching
Cheung, Ka Chun, (2005)
-
Optimal stopping behavior of equity-linked investment products with regime switching
Cheung, Ka Chun, (2005)
- More ...