City Research Online - Asymptotic and numerical analysis of the optimal investment strategy for an insurer

Asymptotic and numerical analysis of the optimal investment strategy for an insurer

Emms, P. & Haberman, S. (2005). Asymptotic and numerical analysis of the optimal investment strategy for an insurer (10.1016/j.insmatheco.2006.03.003). London, UK: Elsevier BV, ISSN 0167-6687.

Publication Type:	Monograph (Working Paper)
Subjects:	H Social Sciences > HG Finance
Departments:	Bayes Business School > Actuarial Science & Insurance > Actuarial Research Reports
SWORD Depositor:	Symplectic Administrator

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Creators:	Emms, P. Haberman, S.
Status:	Published
Publisher:	Elsevier BV
ISSN:	0167-6687
URI:	https://openaccess.city.ac.uk/id/eprint/2294
Date available in CRO:	23 Apr 2013 10:45
Dates:	Date Event 2005 Published