Optimal investment for an insurer with cointegrated assets: CRRA utility-Reference-Cited by-同舟云学术

Optimal investment for an insurer with cointegrated assets: CRRA utility

Published:2013-01 Issue:1 Volume:52 Page:52-64
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Chiu Mei Choi,Wong Hoi Ying

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

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