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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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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