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"Optimal reinsurance-investment problem for maximizing the product of the ..."

Danping Li, Ximin Rong, Hui Zhao (2014)

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DOI: 10.1016/J.CAM.2013.06.033

access: open

type: Journal Article

metadata version: 2021-02-16

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Danping Li, Ximin Rong, Hui Zhao:
Optimal reinsurance-investment problem for maximizing the product of the insurer's and the reinsurer's utilities under a CEV model. J. Comput. Appl. Math. 255: 671-683 (2014)

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