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Behavioral finance
Martingale method
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martingale method
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Optimal portfolio choice for an insurer with loss aversion
Guo, Wenjing
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 217-222
Persistent link: https://www.econbiz.de/10010437561
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Optimal portfolio choice for an insurer with loss aversion
Guo, Wenjing
- In:
Insurance: Mathematics and Economics
58
(
2014
)
C
,
pp. 217-222
martingale
method
, we translate the dynamic maximization problem into an equivalent static optimization problem. By solving the …
Persistent link: https://www.econbiz.de/10010930894
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