Optimal reinsurance and investment for a jump diffusion risk process under the CEV model (Q5168710)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 6318632
Language Label Description Also known as
default for all languages
No label defined
    English
    Optimal reinsurance and investment for a jump diffusion risk process under the CEV model
    scientific article; zbMATH DE number 6318632

      Statements

      Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model (English)
      0 references
      0 references
      0 references
      19 July 2014
      0 references
      0 references
      0 references

      Identifiers