Open AccessOptimal investment for an insurer under liquid reserves
Author(s) -
Haili Yuan,
Yijun Hu
Publication year - 2021
Publication title -
journal of industrial and management optimization
Language(s) - Uncategorized
Resource type - Journals
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2019114
Subject(s) - martingale (probability theory) , investment (military) , financial market , economics , actuarial science , mathematics , mathematical economics , business , finance , statistics , politics , political science , law