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Constrained monotone mean--variance investment-reinsurance under the Cramér--Lundberg model with random coefficients

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Shi, Xiaomin, Xu, Zuo Quan
Formato:	Preprint
Publicado:	2024
Materias:	Portfolio Management Optimization and Control Mathematical Finance 91B16. 93E20. 60H30. 91G10
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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