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Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics
Junca, Mauricio; Serrano, Rafael - In: Mathematics and financial economics 15 (2021) 4, pp. 775-809
Persistent link: https://www.econbiz.de/10012616858
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Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, Bent Jesper; Parra-Alvarez, Juan Carlos; … - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 384-405
Persistent link: https://www.econbiz.de/10012793933
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Optimal control of investment, premium and deductible for a non-life insurance company
Christensen, Bent Jesper; Parra-Alvarez, Juan Carlos; … - 2020
Persistent link: https://www.econbiz.de/10012318220