Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model (Q5168710): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/10920277.2011.10597628 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2093366524 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk theory for the compound Poisson process that is perturbed by diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolios for DC pension plans under a CEV model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3868650 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constant elasticity of variance (CEV) option pricing model: Integration and detailed derivation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control of risk exposure, reinsurance and investments for insurance portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: The dynamics of stochastic volatility: evidence from underlying and options markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time stochastic control and optimization with financial applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment for insurer with jump-diffusion risk process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment and reinsurance of an insurer with model uncertainty / rank
 
Normal rank

Latest revision as of 18:19, 8 July 2024

scientific article; zbMATH DE number 6318632
Language Label Description Also known as
English
Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model
scientific article; zbMATH DE number 6318632

    Statements

    Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model (English)
    0 references
    0 references
    0 references
    19 July 2014
    0 references
    0 references
    0 references

    Identifiers