Optimal investment for insurers
- 20 October 2000
- journal article
- Published by Elsevier BV in Insurance: Mathematics and Economics
- Vol. 27 (2), 215-228
- https://doi.org/10.1016/s0167-6687(00)00049-4
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Stochastic control for optimal new businessInsurance: Mathematics and Economics, 2000
- Optimal proportional reinsurance policies for diffusion modelsScandinavian Actuarial Journal, 1998
- Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of RuinMathematics of Operations Research, 1995