Optimal control of investment-reinsurance problem for an insurer with jump-diffusion risk process: independence of Brownian motions
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Publication:1722323
DOI10.1155/2014/194962zbMath1406.91206OpenAlexW2161078437WikidataQ59035953 ScholiaQ59035953MaRDI QIDQ1722323
Hui Zhao, De-Lei Sheng, Xi-Min Rong
Publication date: 14 February 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/194962
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
Optimal investment and reinsurance of insurers with lognormal stochastic factor model ⋮ Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model ⋮ Optimal proportional reinsurance and investment for stochastic factor models
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