Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model

A. Chunxiang, Yongzeng Lai, Yi Shao. Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model. J. Computational Applied Mathematics, 342:317-336, 2018. [doi]

Abstract

Abstract is missing.