"Optimal investment for insurance company with exponential utility and ..."

Lukasz Delong (2019)

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DOI: 10.1007/S00186-019-00659-9

access: open

type: Journal Article

metadata version: 2023-08-28

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Lukasz Delong:
Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient. Math. Methods Oper. Res. 89(1): 73-113 (2019)

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