Optimal investment under transaction costs for an insurer
type: Item
instance of: scholarly article
title: Optimal investment under transaction costs for an insurer
zbMATH Open document ID: 1303.91161
author: Stefan Thonhauser
published in: European Actuarial Journal
publication date: 2015-01-22T00:00:00Z
full work available at URL: 13385 2013 Article 78.pdf
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6389502
zbMATH Keywords: optimal investment
zbMATH Keywords: geometric Brownian motion
zbMATH Keywords: proportional and fixed transaction costs
zbMATH Keywords: numerical examples
zbMATH Keywords: insurance company
MaRDI profile type: Publication
OpenAlex ID: W1972303328
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DOI: 10.1007/S13385-013-0078-4
description: scientific article; zbMATH DE number 6389502