An optimal investment strategy for insurance companies in the presence of a linear Gaussian stochastic factor model

An optimal investment strategy for insurance companies in the presence of a linear Gaussian stochastic factor model
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线性高斯随机因子模型下保险公司的最优投资策略

DOI:
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发表时间:
2017
期刊:
RIMS Kôkyûroku
影响因子:
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通讯作者:
Hiroaki Hata and Kazuhiro Yasuda
Hiroaki Hata and Kazuhiro Yasuda
中科院分区:
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文献类型:
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作者:
柳澤大地;秋田基行;Hiroaki Hata and Kazuhiro Yasuda

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