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Tak Siu
Information about the author Tak Siu will soon be added to the site.
Found
2 papers
in total
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A BSDE approach to risk‐based asset allocation of pension funds with regime switching
2012
An asset allocation problem of a member of a defined contribution (DC) pension fund is...
Stochastic differential portfolio games for an insurer in a jump‐diffusion risk process
2012
We discuss an optimal portfolio selection problem of an insurer who faces model...
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