Optimal control of excess-of-loss reinsurance and investment for insurers under a CEV model
Ailing Gu; Xianping Guo; Zhongfei Li; Yan Zeng
| Year of publication: |
2012
|
|---|---|
| Authors: | Gu, Ailing ; Guo, Xianping ; Li, Zhongfei ; Zeng, Yan |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 3, p. 674-684
|
| Subject: | Theorie | Theory | Rückversicherung | Reinsurance | Versicherung | Insurance | Risikomodell | Risk model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009683195