Optimal portfolio and reinsurance with two differential risky assets
type: Item
instance of: scholarly article
title: Optimal portfolio and reinsurance with two differential risky assets
DOI: 10.1080/03610926.2022.2039708
author: Haoran Yi
author: Xuekang Zhang
author: Q6096176
author: Huisheng Shu
publication date: 2023-09-11T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7736133
zbMATH Keywords: optimal portfolio
zbMATH Keywords: optimal reinsurance
zbMATH Keywords: jump-diffusion process
zbMATH Keywords: CEV model
zbMATH Keywords: uncertainty of premium principle
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/03610926.2022.2039708
OpenAlex ID: W4221118506
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published in: Communications in Statistics: Theory and Methods
description: scientific article; zbMATH DE number 7736133