1
-
1
of
1
results (0.47 seconds)
Sort By:
-
Optimal Investment Allocation in a Jump Diffusion Risk Model with Investment: A Numerical Analysis of Several Examples
an ex- ponential utility function. Hipp and Plum (2000) considered the optimal investment for insurers ... Brownian motion. Deelstra, Grasselli and Koehl (2000) studied the stock-bond optimal investment in a ...- Authors: JENG ENG LIN, BLANE A LAUBIS
- Date: Nov 2008
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Capital markets; Modeling & Statistical Methods>Asset modeling