Optimal Investment Strategies for an Insurer with SAHARA Utility

ZHAO Qian; ZHU Shaohui

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2020, Vol. 36 ›› Issue (2) : 181-196. DOI: 10.3969/j.issn.1001-4268.2020.02.007
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Optimal Investment Strategies for an Insurer with SAHARA Utility

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{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2020, 36(2): 181-196 https://doi.org/10.3969/j.issn.1001-4268.2020.02.007

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