Optimal Reinsurance and Investment for a Jump Diffusion Risk Process under the CEV Model

DOI10.1080/10920277.2011.10597628zbMath1291.91121OpenAlexW2093366524MaRDI QIDQ5168710

Xiang Lin, Yan-Fang Li

Publication date: 19 July 2014

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2011.10597628

Mathematics Subject Classification ID

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