An optimal investment strategy for insurance companies in the presence of a linear Gaussian stochastic factor model
Bibliographic Information
- Title
- An optimal investment strategy for insurance companies in the presence of a linear Gaussian stochastic factor model
- Author
- Hiroaki Hata and Kazuhiro Yasuda
Journal
-
- RIMS Kôkyûroku
-
RIMS Kôkyûroku 2030 2017
- Tweet
Details 詳細情報について
-
- CRID
- 1010282256839108616
-
- Article Type
- journal article
-
- Data Source
-
- KAKEN