Optimal reinsurance-investment problem for an insurer and a reinsurer with jump-diffusion process

DOI10.1155/2018/9424908zbMath1422.91357OpenAlexW2801500663MaRDI QIDQ1727315

Xiujuan Gao, Hanlei Hu, Zheng Yin

Publication date: 20 February 2019

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/9424908

Mathematics Subject Classification ID

Related Items (2)

Optimal asset allocation for CRRA and CARA insurers under the vasicek interest rate model ⋮ The optimal reinsurance-investment problem considering the joint interests of an insurer and a reinsurer under HARA utility

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