Optimal investment and consumption for an insurer with high-watermark performance fee

DOI10.1155/2015/413072zbMath1394.91237OpenAlexW1954032372WikidataQ59118514 ScholiaQ59118514MaRDI QIDQ1665626

Hao Wang, Lin Xu, Ding Jun Yao

Publication date: 27 August 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/413072

Mathematics Subject Classification ID

Related Items (1)

Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model

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