Optimal investment for insurer with jump-diffusion risk process
| Year of publication: |
2005
|
|---|---|
| Authors: | Yang, Hailiang ; Zhang, Lihong |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 37.2005, 3, p. 615-634
|
| Publisher: |
Elsevier |