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AUTOMATICA
2011

A BSDE approach to a risk-based optimal investment of an insurer

8 years 1 months ago
A BSDE approach to a risk-based optimal investment of an insurer
Robert J. Elliott, Tak Kuen Siu
Added 12 May 2011
Updated 12 May 2011
Type Journal
Year 2011
Where AUTOMATICA
Authors Robert J. Elliott, Tak Kuen Siu
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