OPTIMAL REINSURANCE AND INVESTMENT FOR CEV MODEL UNDER MEAN-VARIANCE CRITERION

YANG Peng

Journal of System Science and Mathematical Science Chinese Series ›› 2014, Vol. 34 ›› Issue (9) : 1100-1107.

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中国科学院数学与系统科学研究院期刊网
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Journal of System Science and Mathematical Science Chinese Series ›› 2014, Vol. 34 ›› Issue (9) : 1100-1107. DOI: 10.12341/jssms12405

OPTIMAL REINSURANCE AND INVESTMENT FOR CEV MODEL UNDER MEAN-VARIANCE CRITERION

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2014, 34(9): 1100-1107 https://doi.org/10.12341/jssms12405

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