An optimal investment strategy for insurance companies in the presence of a linear Gaussian stochastic factor model
書誌事項
- タイトル
- An optimal investment strategy for insurance companies in the presence of a linear Gaussian stochastic factor model
- 著者
- Hiroaki Hata and Kazuhiro Yasuda
収録刊行物
-
- RIMS Kôkyûroku
-
RIMS Kôkyûroku 2030 2017