Optimal proportional reinsurance and investment for stochastic factor models
| Autor: | Brachetta, M., Ceci, C. |
|---|---|
| Zdroj: | In Insurance Mathematics and Economics July 2019 87:15-33 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Brachetta, M., Ceci, C. |
|---|---|
| Zdroj: | In Insurance Mathematics and Economics July 2019 87:15-33 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect