Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process

DOI10.1155/2020/3143840zbMATH Open1544.9127MaRDI QIDQ6534681

Xiaotao Liu, Hailong Liu

Publication date: 14 May 2021

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Actuarial mathematics (91G05)

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