Capital requirements and optimal investment with solvency...

IMA Journal of Management Mathematics 2015 / 10 Vol. 26; Iss. 4

Capital requirements and optimal investment with solvency probability constraints

Asimit, Alexandru V., Badescu, Alexandru M., Siu, Tak Kuen, Zinchenko, Yuriy
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Volume:
26
Language:
english
Journal:
IMA Journal of Management Mathematics
DOI:
10.1093/imaman/dpt029
Date:
October, 2015
File:
PDF, 1.21 MB
english, 2015
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