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

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Details 詳細情報について

  • CRID
    1010282256839108616
  • Article Type
    journal article
  • Data Source
    • KAKEN

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