Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
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Publication:282274
DOI10.1016/J.INSMATHECO.2015.12.008zbMATH Open1348.91195OpenAlexW2209055372MaRDI QIDQ282274FDOQ282274
Authors: Xiaoxiao Zheng, Zhongyang Sun, Jieming Zhou 
Publication date: 12 May 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.12.008
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Cited In (61)
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