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Portfolio size as function of the premium: modelling and optimization

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

Portfolio size as function of the premium : modelling and optimization. / Asmussen, S.; Christensen, B.J.; Taksar, Michael.

In: Stochastics: An International Journal of Probability and Stochastic Processes , Vol. 85, No. 4 (Taksar Memorial Issue), 2013, p. 575-588.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Asmussen, S, Christensen, BJ & Taksar, M 2013, 'Portfolio size as function of the premium: modelling and optimization', Stochastics: An International Journal of Probability and Stochastic Processes , vol. 85, no. 4 (Taksar Memorial Issue), pp. 575-588. https://doi.org/10.1080/17442508.2013.797426

APA

Asmussen, S., Christensen, B. J., & Taksar, M. (2013). Portfolio size as function of the premium: modelling and optimization. Stochastics: An International Journal of Probability and Stochastic Processes , 85(4 (Taksar Memorial Issue)), 575-588. https://doi.org/10.1080/17442508.2013.797426

CBE

Asmussen S, Christensen BJ, Taksar M. 2013. Portfolio size as function of the premium: modelling and optimization. Stochastics: An International Journal of Probability and Stochastic Processes . 85(4 (Taksar Memorial Issue)):575-588. https://doi.org/10.1080/17442508.2013.797426

MLA

Asmussen, S., B.J. Christensen and Michael Taksar. "Portfolio size as function of the premium: modelling and optimization". Stochastics: An International Journal of Probability and Stochastic Processes . 2013, 85(4 (Taksar Memorial Issue)). 575-588. https://doi.org/10.1080/17442508.2013.797426

Vancouver

Asmussen S, Christensen BJ, Taksar M. Portfolio size as function of the premium: modelling and optimization. Stochastics: An International Journal of Probability and Stochastic Processes . 2013;85(4 (Taksar Memorial Issue)):575-588. https://doi.org/10.1080/17442508.2013.797426

Author

Asmussen, S. ; Christensen, B.J. ; Taksar, Michael. / Portfolio size as function of the premium : modelling and optimization. In: Stochastics: An International Journal of Probability and Stochastic Processes . 2013 ; Vol. 85, No. 4 (Taksar Memorial Issue). pp. 575-588.

Bibtex

@article{6afee10db0434a1a93342229b869fe3d,
title = "Portfolio size as function of the premium: modelling and optimization",
author = "S. Asmussen and B.J. Christensen and Michael Taksar",
year = "2013",
doi = "10.1080/17442508.2013.797426",
language = "English",
volume = "85",
pages = "575--588",
journal = "Stochastics: An International Journal of Probability and Stochastic Processes",
issn = "1744-2508",
publisher = "Taylor & francis",
number = "4 (Taksar Memorial Issue)",

}

RIS

TY - JOUR

T1 - Portfolio size as function of the premium

T2 - modelling and optimization

AU - Asmussen, S.

AU - Christensen, B.J.

AU - Taksar, Michael

PY - 2013

Y1 - 2013

UR - http://www.scopus.com/inward/record.url?scp=84878920943&partnerID=8YFLogxK

U2 - 10.1080/17442508.2013.797426

DO - 10.1080/17442508.2013.797426

M3 - Journal article

VL - 85

SP - 575

EP - 588

JO - Stochastics: An International Journal of Probability and Stochastic Processes

JF - Stochastics: An International Journal of Probability and Stochastic Processes

SN - 1744-2508

IS - 4 (Taksar Memorial Issue)

ER -