Insuring a risky investment project
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Publication:939366
DOI10.1016/j.insmatheco.2007.03.003zbMath1141.91529OpenAlexW3123045631MaRDI QIDQ939366
Publication date: 22 August 2008
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://archive-ouverte.unige.ch/unige:77614
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Related Items (4)
Optimization problems of excess-of-loss reinsurance and investment under the CEV model ⋮ Optimal insurance in the presence of insurer's loss limit ⋮ Optimal reinsurance and investment policies with the CEV stock market ⋮ Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition
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