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                                       Details for article 13 of 17 found articles
 
 
  Optimal investment–reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
 
 
Title: Optimal investment–reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
Author: Bi, Junna
Cai, Jun
Appeared in: Insurance
Paging: Volume 85 (2019) nr. C pages 1-14
Year: 2019
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 13 of 17 found articles
 
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