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Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process

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1001 ‎$0‎MAPA20110023089‎$a‎Liang, Z.
24500‎$a‎Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process‎$c‎Z. Liang, K.C. Yuen, J. Guo
7730 ‎$w‎MAP20077100574‎$t‎Insurance : mathematics and economics‎$d‎Oxford : Elsevier, 1990-‎$x‎0167-6687‎$g‎01/09/2011 Tomo 49 Número 2 - 2011
856  ‎$y‎MÁS INFORMACIÓN‎$u‎mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A