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    AUTOMATICA
    2011
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    A BSDE approach to a risk-based optimal investment of an insurer

    13 years 6 months ago
    A BSDE approach to a risk-based optimal investment of an insurer
    Download  www.maths.univ-evry.fr
    Robert J. Elliott, Tak Kuen Siu
    claim paper
    Added 12 May 2011
    Updated 12 May 2011
    Type Journal
    Year 2011
    Where AUTOMATICA
    Authors Robert J. Elliott, Tak Kuen Siu
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