Optimal Investment Strategies for Insurance Companies when Capital Requirements are Imposed by a Standard Formula
- 期刊名称The Geneva Risk and Insurance Review
- 作者Fischer, Katharina; Schlütter, Sebastian
- 卷第40卷
- 期第1期
- 印刷ISSN1554-964X
- 电子ISSN1554-9658
- 文件大小428.31KB
- 发表时间2015-3
- DOI10.1057/grir.2014.6
- 页码15-40
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