Constant elasticity of variance model for proportional reinsurance and investment strategies
| Year of publication: |
2010
|
|---|---|
| Authors: | Gu, Mengdi ; Yang, Yipeng ; Li, Shoude ; Zhang, Jingyi |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 46.2010, 3, p. 580-588
|