Optimal investment strategy for a non-life insurance company: quadratic loss
Work
Year: 2005
Type: article
Abstract: The aim of this paper is to construct an optimal investment strategy for a non-life insurance business. We consider an insurance company which provides, in exchange for a single premium, full coverage... more
Source: Applicationes Mathematicae
Author Łukasz Delong
Institution SGH Warsaw School of Economics
Cites:
Cited by: 4
Related to: 10
FWCI: 0.582
Citation percentile (by year/subfield): 78.49
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: bronze