Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554)
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scientific article; zbMATH DE number 6887291
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| English | Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model |
scientific article; zbMATH DE number 6887291 |
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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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0.9242003560066224
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0.910224676132202
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0.9088268876075744
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0.9033719301223756
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