Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model (Q5414522)
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 6292453
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
6 May 2014
0 references
stochastic control
0 references
CEV model
0 references
exponential utility
0 references
proportional reinsurance
0 references
investment
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9119036197662354
0 references
0.9111340641975404
0 references
0.8811543583869934
0 references
0.8804154992103577
0 references
0.8744497895240784
0 references
