Optimal investment and life insurance strategies under minimum and maximum constraints

17 Citations (Scopus)

Original language	English
Journal	Insurance: Mathematics and Economics
Volume	43
Issue number	1
Pages (from-to)	15-28
Number of pages	13
ISSN	0167-6687
Publication status	Published - 2008

Cite this

@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",

}