On the economic risk capital of portfolio insurance.
Hürlimann, Werner
International Journal of Mathematics and Mathematical Sciences, Tome 2004 (2004), p. 2209-2218 / Harvested from The Electronic Library of Mathematics
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Publié le : 2004-01-01
DOI : https://doi.org/10.1155/S0161171204210146
EUDML-ID : urn:eudml:doc:55116 
@article{02171585,
     title = {On the economic risk capital of portfolio insurance.},
     journal = {International Journal of Mathematics and Mathematical Sciences},
     volume = {2004},
     year = {2004},
     pages = {2209-2218},
     doi = {10.1155/S0161171204210146},
     zbl = {1155.91385},
     language = {en},
     url = {http://dml.mathdoc.fr/item/02171585}
}

Hürlimann, Werner. On the economic risk capital of portfolio insurance.. International Journal of Mathematics and Mathematical Sciences, Tome 2004 (2004) pp. 2209-2218. doi : 10.1155/S0161171204210146. http://gdmltest.u-ga.fr/item/02171585/