Optimal reinsurance and investment policies with the CEV stock market
type: Item
instance of: scholarly article
title: Optimal reinsurance and investment policies with the CEV stock market
zbMATH Open document ID: 1359.62457
author: Qi-Cai Li
author: Meng-Di Gu
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2017-03-23T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6696573
zbMATH Keywords: proportional reinsurance
zbMATH Keywords: CEV model
zbMATH Keywords: stochastic control
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: exponential utility
MaRDI profile type: Publication
full work available at URL: s10255-016-0593-6
OpenAlex ID: W2510129188
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DOI: 10.1007/S10255-016-0593-6
description: scientific article; zbMATH DE number 6696573