Portfolio size as function of the premium: modelling and optimization-Reference-Cited by-同舟云学术

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Portfolio size as function of the premium: modelling and optimization

Published:2013-06-03 Issue:4 Volume:85 Page:575-588
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Asmussen Søren¹,Christensen Bent Jesper²,Taksar Michael³

Affiliation:

1. a Department of Mathematical Sciences , Aarhus University , Ny Munkegade, DK-8000 , Aarhus C , Denmark

2. b Department of Economics and Business , Aarhus University , Fuglesangs Allé 4, DK-8210 , Aarhus V , Denmark

3. c Department of Mathematics , University of Missouri , Columbia , MO , USA

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2013.797426

Reference13 articles.

1. On the LambertW function

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