Mathematical Methods of Operations Research · 2008 · 19 citations · 11 references
EconomicsPortfolio OptimizationFinancial EconomicsAsset PricingPortfolio AllocationRuin ProbabilityBusinessMaximal Risk AversionIntertemporal Portfolio ChoiceInvestment StrategiesOptimal Investment StrategyFinancePortfolio Choice
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Optimal investment for insurers
Christian Hipp, Michael Plum · Insurance Mathematics and Economics · 2000 · 317 citations