Optimal investment strategies for an insurer with liquid constraint

DOI10.1080/03610926.2021.1945634OpenAlexW3182048175MaRDI QIDQ6106187

Hu, Yijun, Haili Yuan

Publication date: 27 June 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1945634

zbMATH Keywords

Lévy processCARA utilityquadratic utilityinsurance risk modelliquid constraint

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
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