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