Optimal reinsurance-investment problem in a constant elasticity of variance stock market for jump-diffusion risk model
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Cited in
(53)- Time-consistent proportional reinsurance and investment strategies under ambiguous environment
- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence
- Risk- and value-based management for non-life insurers under solvency constraints
- Mean-variance portfolio selection under a constant elasticity of variance model
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- Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
- Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model
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