Optimal investment and life insurance strategies under minimum and maximum constraints

Research output: Contribution to journalJournal articleResearchpeer-review

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Optimal investment and life insurance strategies under minimum and maximum constraints. / Steffensen, Mogens; Nielsen, Peter Holm.

In: Insurance: Mathematics and Economics, Vol. 43, No. 1, 2008, p. 15-28.

Research output: Contribution to journalJournal articleResearchpeer-review

Harvard

Steffensen, M & Nielsen, PH 2008, 'Optimal investment and life insurance strategies under minimum and maximum constraints', Insurance: Mathematics and Economics, vol. 43, no. 1, pp. 15-28.

APA

Steffensen, M., & Nielsen, P. H. (2008). Optimal investment and life insurance strategies under minimum and maximum constraints. Insurance: Mathematics and Economics, 43(1), 15-28.

Vancouver

Steffensen M, Nielsen PH. Optimal investment and life insurance strategies under minimum and maximum constraints. Insurance: Mathematics and Economics. 2008;43(1):15-28.

Author

Steffensen, Mogens ; Nielsen, Peter Holm. / Optimal investment and life insurance strategies under minimum and maximum constraints. In: Insurance: Mathematics and Economics. 2008 ; Vol. 43, No. 1. pp. 15-28.

Bibtex

@article{9f1416508af411dd9c20000ea68e967b,
title = "Optimal investment and life insurance strategies under minimum and maximum constraints",
author = "Mogens Steffensen and Nielsen, {Peter Holm}",
year = "2008",
language = "English",
volume = "43",
pages = "15--28",
journal = "Insurance: Mathematics and Economics",
issn = "0167-6687",
publisher = "Elsevier",
number = "1",

}

RIS

TY - JOUR

T1 - Optimal investment and life insurance strategies under minimum and maximum constraints

AU - Steffensen, Mogens

AU - Nielsen, Peter Holm

PY - 2008

Y1 - 2008

M3 - Journal article

VL - 43

SP - 15

EP - 28

JO - Insurance: Mathematics and Economics

JF - Insurance: Mathematics and Economics

SN - 0167-6687

IS - 1

ER -

ID: 6245083