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) |
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Subjects: | H Social Sciences > HG Finance |
Departments: | Bayes Business School > Actuarial Science & Insurance > Actuarial Research Reports |
SWORD Depositor: |
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