Asymptotic optimal investment under interest rate for a class of subexponential distributions

ISSN： 0346-1238

Source： Scandinavian Actuarial Journal, Vol.2014, Iss.8, 2014-11, pp. : 671-689

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Minimal ruin probabilities and investment under interest force for a class of subexponential distributions

By Grandits Peter

Scandinavian Actuarial Journal, Vol. 2005, Iss. 6, 2005-11 ,pp. : 401-416

Taylor & Francis Ltd

Access to resources Recommend Favorite

Asymptotic analysis for optimal investment and consumption with transaction costs

By Janeček Karel

Finance and Stochastics, Vol. 8, Iss. 2, 2004-05 ,pp. : 181-206

Springer Publishing Company

Access to resources Recommend Favorite

Optimal dividend control for a generalized risk model with investment incomes and debit interest

By Zhu Jinxia

Scandinavian Actuarial Journal, Vol. 2013, Iss. 2, 2013-03 ,pp. : 140-162

Taylor & Francis Ltd

Access to resources Recommend Favorite

Ruin probabilities and investment under interest force in the presence of regularly varying tails

By J. Gaier P. Grandits

Scandinavian Actuarial Journal, Vol. 2004, Iss. 4, 2004-07 ,pp. : 256-278

Taylor & Francis Ltd

Access to resources Recommend Favorite

Optimal bonus strategies in life insurance: The Markov chain interest rate case

By Nielsen Peter Holm

Scandinavian Actuarial Journal, Vol. 2005, Iss. 2, 2005-04 ,pp. : 81-102

Taylor & Francis Ltd

Access to resources Recommend Favorite