The Optimal Investment, Liability and Dividends in Insurance
Author:
Funder
Natural Sciences of China
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research
Link
https://link.springer.com/content/pdf/10.1007/s40305-020-00292-y.pdf
Reference32 articles.
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2. Grossman, S.J., Zhou, Z.: Optimal investment strategies for controlling drawdowns. Math. Finance 3(3), 241–276 (1993)
3. Karatzas, I.: Lectures on the Mathematics of Finance, vol. 8. American Mathematical Society, Providence (1997)
4. Ingersoll, J.E.: Optimal consumption and portfolio rules with intertemporally dependent utility of consumption. J. Econ. Dyn. Control 16(3), 681–712 (1992)
5. Munk, C.: Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences. J. Econ. Dyn. Control 32(11), 3560–3589 (2008)
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