City Research Online

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 (Actuarial Research Paper No. 163). London, UK: Faculty of Actuarial Science & Insurance, City University London, ISSN 0167-6687.

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