Optimal Investment for Insurers with the Extended CIR Interest Rate Model

Wong, Hoi Ying, Chiu, Mei Choi . Abstract and Applied Analysis 2014. 2014 (129474) :-

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Bibtex

@article{CIS-287030,
  Author = {Wong, Hoi Ying and Chiu, Mei Choi},
  Title = {Optimal Investment for Insurers with the Extended CIR Interest Rate Model},
  Journal = {Abstract and Applied Analysis},
  Volume = {2014},
  Number = {129474},
  Year = {2014},
  Pages = {--},
  Keywords = {}
}

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