stochastic factor model
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2018 ◽
Vol 50
(01)
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pp. 131-153
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2018 ◽
Vol 24
(2)
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pp. 495-517
2017 ◽
Vol 30
(1)
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pp. 77-103
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Keyword(s):
Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model
2017 ◽
Vol 2018
(5)
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pp. 357-378
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Keyword(s):
2016 ◽
Vol 11
(01)
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pp. 1650001
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2009 ◽
Vol 22
(12)
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pp. 1852-1854
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