Optimal investment strategies in the presence of a minimum guarantee.
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Publication:1413348
DOI10.1016/S0167-6687(03)00153-7zbMath1074.91013OpenAlexW2084889689MaRDI QIDQ1413348
Griselda Deelstra, Martino Grasselli, Pierre-François Koehl
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(03)00153-7
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