Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient
Crossref DOI link: https://doi.org/10.1007/s00186-019-00659-9
Published Online: 2019-02-18
Published Print: 2019-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Delong, Ćukasz http://orcid.org/0000-0002-6609-0462
Funding for this research was provided by:
Warsaw School of Economics
Text and Data Mining valid from 2019-02-01
Article History
Received: 16 January 2017
Accepted: 5 February 2019
First Online: 18 February 2019