"Optimal excess-of-loss reinsurance and investment problem with delay and ..."

A. Chunxiang, Yongzeng Lai, Yi Shao (2018)

> Home

Details and statistics

DOI: 10.1016/J.CAM.2018.03.035

access: closed

type: Journal Article

metadata version: 2020-02-20

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jcam/ChunxiangLS18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/ChunxiangLS18
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. Comput. Appl. Math. 342: 317-336 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.