Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
- 1 June 2008
- journal article
- Published by Elsevier BV in Insurance: Mathematics and Economics
- Vol. 42 (3), 968-975
- https://doi.org/10.1016/j.insmatheco.2007.11.002
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
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