Optimal investment under transaction costs for an insurer (Q487570)
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scientific article; zbMATH DE number 6389502
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment under transaction costs for an insurer |
scientific article; zbMATH DE number 6389502 |
Statements
Optimal investment under transaction costs for an insurer (English)
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22 January 2015
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optimal investment
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geometric Brownian motion
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proportional and fixed transaction costs
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numerical examples
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insurance company
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