On stochastic optimal reinsurance and investment strategies for the surplus under the CEV model
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Publication:4916680
zbMATH Open1272.93131MaRDI QIDQ4916680FDOQ4916680
Authors: Eun Ju Jung, Jai Heui Kim 
Publication date: 25 April 2013
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CEV modelHJB equationstochastic optimal controlreinsuranceLegendre transformexponential utility functionsurplus process
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