Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model

Yajie Wang, Ximin Rong, Hui Zhao. Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model. J. Computational Applied Mathematics, 328:414-431, 2018. [doi]

Authors

Yajie Wang

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Ximin Rong

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Hui Zhao

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