Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (Q5414522): Difference between revisions
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Revision as of 19:17, 21 February 2024
scientific article; zbMATH DE number 6292453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model |
scientific article; zbMATH DE number 6292453 |
Statements
Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model (English)
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6 May 2014
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stochastic control
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CEV model
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exponential utility
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proportional reinsurance
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investment
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