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Output details

19 - Business and Management Studies

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Article title

A BSDE Approach to a Risk-Based Optimal Investment of an Insurer.

Type

D - Journal article

DOI

Title of journal

Automatica

Article number

Volume number

Issue number

First page of article

253

ISSN of journal

0005-1098

Year of publication

2011

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

A - Actuarial Science and Insurance

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract