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On the constant elasticity of variance model for the utility maximization problem with multiple risky assets
Zhao, Hui; Rong, Ximin - In: IMA journal of management mathematics 28 (2017) 2, pp. 299-320
Persistent link: https://www.econbiz.de/10011723286
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The optimal investment problem for an insurer and a reinsurer under the constant elasticity of variance model
Li, Danping; Rong, Ximin; Zhao, Hui - In: IMA journal of management mathematics 27 (2016) 2, pp. 255-280
Persistent link: https://www.econbiz.de/10011567155
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Optimal reinsurance-investment problem with default risk for an insurer under the constant elasticity of variance model
Yan, Yiqi; Rong, Ximin; Zhao, Hui - In: IMA journal of management mathematics 36 (2025) 1, pp. 135-160
Persistent link: https://www.econbiz.de/10015333133