The hurdle-race problem

Insurance: Mathematics and Economics

Volumn 33, Issue 2, 2003, Pages 405-413

  Vanduffel, Steven ^a   Dhaene, J ^a,b   Goovaerts, M ^a,b   Kaas, R ^b  

^a UNIVERSITY OF LEUVEN   (Belgium)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Comonotonicity; Optimal investment strategy; Solvency; Stochastic provision

Indexed keywords

EID: 0242308136     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2003.08.008     Document Type: Article

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