City Research Online

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

Emms, P. and 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.

Publication Type: Monograph (Working Paper)
Subjects: H Social Sciences > HG Finance
Departments: Business School > Actuarial Science & Insurance > Actuarial Research Reports
Date Deposited: 23 Apr 2013 10:45
URI: https://openaccess.city.ac.uk/id/eprint/2294
[img]
Preview
PDF
Download (1MB) | Preview

Export

Downloads

Downloads per month over past year

View more statistics

Actions (login required)

Admin Login Admin Login