Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554): Difference between revisions
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Latest revision as of 00:02, 15 September 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model |
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Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (English)
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13 June 2018
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excess-of-loss reinsurance
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constant elasticity of variance model
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stochastic differential delay equation
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stochastic optimal control
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