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Stochastics

An International Journal of Probability and Stochastic Processes

Volume 85, 2013 - Issue 4: Taksar Memorial Issue

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Portfolio size as function of the premium: modelling and optimization

Søren Asmussen Department of Mathematical Sciences, Aarhus University, Ny Munkegade, DK-8000, Aarhus C, DenmarkCorrespondence[email protected]
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Bent Jesper Christensen Department of Economics and Business, Aarhus University, Fuglesangs Allé 4, DK-8210, Aarhus V, DenmarkView further author information

Michael Taksar Department of Mathematics, University of Missouri, Columbia, MO, USAView further author information

Pages 575-588 | Received 24 Mar 2013, Accepted 16 Apr 2013, Published online: 03 Jun 2013

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https://doi.org/10.1080/17442508.2013.797426

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