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"Optimal excess-of-loss reinsurance and investment polices under the CEV model."

Qicai Li, Mengdi Gu, Zhibing Liang (2014)

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DOI: 10.1007/S10479-014-1596-4

access: closed

type: Journal Article

metadata version: 2020-08-13

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  dblp key:
  - journals/anor/LiGL14
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  - https://dblp.org/rec/journals/anor/LiGL14
Qicai Li, Mengdi Gu, Zhibing Liang:
Optimal excess-of-loss reinsurance and investment polices under the CEV model. Ann. Oper. Res. 223(1): 273-290 (2014)

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