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]
@article{WangRZ18,
title = {Optimal investment strategies for an insurer and a reinsurer with a jump diffusion risk process under the CEV model},
author = {Yajie Wang and Ximin Rong and Hui Zhao},
year = {2018},
doi = {10.1016/j.cam.2017.08.001},
url = {https://doi.org/10.1016/j.cam.2017.08.001},
researchr = {https://researchr.org/publication/WangRZ18},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {328},
pages = {414-431},
}