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Optimal risk transfer and investment policies based upon stochastic differential utilities - MaRDI portal

Optimal risk transfer and investment policies based upon stochastic differential utilities (Q2372259)

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Optimal risk transfer and investment policies based upon stochastic differential utilities
scientific article

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    title
    Optimal risk transfer and investment policies based upon stochastic differential utilities (English)
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    author
    Nobuhiro Nakamura
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    publication date
    25 July 2007
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    zbMATH DE Number
    5174479
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    OpenAlex ID
    W1979233679
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