"A BSDE approach to a risk-based optimal investment of an insurer."

Robert J. Elliott, Tak Kuen Siu (2011)

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DOI: 10.1016/J.AUTOMATICA.2010.10.032

access: closed

type: Journal Article

metadata version: 2020-02-20

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Robert J. Elliott, Tak Kuen Siu:
A BSDE approach to a risk-based optimal investment of an insurer. Autom. 47(2): 253-261 (2011)

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