Optimal constrained investment in the Cramer-Lundberg model
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Publication:4576860
DOI10.1080/03461238.2012.699001zbMath1401.91099arXiv1112.4007OpenAlexW2076328141MaRDI QIDQ4576860
Christian Hipp, Tatiana Belkina, Shangzhen Luo, Michael I. Taksar
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.4007
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