Dynamic capital allocation with irreversible investments

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  • Dynamic capital allocation with irreversible investments
Insurance: Mathematics and Economics 2018 / 12

Dynamic capital allocation with irreversible investments

Bauer, Daniel, Kamiya, Shinichi, Ping, Xiaohu, Zanjani, George
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Language:
english
Journal:
Insurance: Mathematics and Economics
DOI:
10.1016/j.insmatheco.2018.11.003
Date:
December, 2018
File:
PDF, 945 KB
english, 2018
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