✦ LIBER ✦

Optimal investment and excess of loss reinsurance with short-selling constraint

✍ Scribed by Sheng Liu; Jing-xiao Zhang

Publisher: Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2011
Tongue: English
Weight: 204 KB
Volume: 27
Category: Article
ISSN: 0168-9673
DOI: 10.1007/s10255-011-0089-3

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