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Q5129446 - MaRDI portal

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scientific article; zbMATH DE number 7266451
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scientific article; zbMATH DE number 7266451

    Statements

    author
    Qian Zhao
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    Shaohui Zhu
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    publication date
    27 October 2020
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    zbMATH Keywords
    optimal investment strategy
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    SAHARA utility function
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    insurer
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    martingale approach
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    Identifiers

    zbMATH DE Number
    7266451
    0 references
     
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