The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model
Authors:
- Danping LiDLDanping Li
- Ximin RongXRXimin Rong
- Hui ZhaoHZHui Zhao
- 17 October 2014
- journal article
- Published by Oxford University Press (OUP) in IMA Journal of Management Mathematics
- Vol. 27 (2) , 255-280
Abstract
No abstract availableKeywords
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