Price Model with Generalized Wiener Process for Life Insurance Company Portfolio Optimization using Mean Absolute Deviation

The Financial Services Authority (OJK) has issued Regulation of the Financial Services Authority of the Republic of Indonesia Number 5 Year 2023. Article 11 paragraph 1d explains the limitations of assets allowed in the form of investment, investment in the form of shares listed on the stock exchang...

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Bibliographic Details

Published in:	JTAM (Jurnal Teori dan Aplikasi Matematika)
Main Authors:	Hilman Yusupi Dwi Putra, Bib Paruhum Silalahi, Retno Budiarti
Format:	Article
Language:	English
Published:	Universitas Muhammadiyah Mataram 2024-10-01
Subjects:	generalized wiener process mean absolute deviation portfolio optimization price model.
Online Access:	http://journal.ummat.ac.id/index.php/jtam/article/view/23093