Mean-variance portfolio selection for a non-life insurance company
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s00186-007-0152-2.pdf
Reference29 articles.
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4. Bielecki T, Jin H, Pliska S, Zhou XY (2005) Dynamic mean-variance with portfolio selection with bankruptcy prohibition. Math Finance 15:213–244
5. Bouchard B, Pham H (2004) Wealth-path dependent utility maximization in incomplete financial markets. Finance Stoch 8:579–603
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