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On allocations to portfolios of assets with statistically dependent potential risk returns
Li, Xiaohu; Li, Chen - In: Insurance / Mathematics & economics 68 (2016), pp. 178-186
Persistent link: https://www.econbiz.de/10011492664
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Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns
Li, Chen; Li, Xiaohu - In: Insurance / Mathematics & economics 86 (2019), pp. 84-91
Persistent link: https://www.econbiz.de/10012058830
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Analysis of survivorship life insurance portfolios with stochastic rates of return
Chen, Li; Lin, Luyao; Lu, Yi; Parker, Gary - In: Insurance / Mathematics & economics 75 (2017), pp. 16-31
Persistent link: https://www.econbiz.de/10011740696