Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model
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Publication:2073576
DOI10.1155/2022/3974488zbMath1490.91175OpenAlexW4205168770MaRDI QIDQ2073576
Hongjing Chen, Shaoyong Lai, Hanlei Hu
Publication date: 2 February 2022
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2022/3974488
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