Portfolio size as function of the premium: modelling and optimization

Author: Asmussen Søren   Christensen Bent Jesper   Taksar Michael  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.85, Iss.4, 2013-08, pp. : 575-588

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Abstract