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机译:在CEV模式下对保险公司的超额损失超额再保险和投资的最优控制
School of Applied Mathematics, Guangdong University of Technology, Guangzhou 510006, PR China,School of Mathematics and Computational Science, Sun Yat-sen University, Guangzhou 510275, PR China;
School of Mathematics and Computational Science, Sun Yat-sen University, Guangzhou 510275, PR China;
Lingnan (University) College, Sun Yat-sen University, Guangzhou 510275, PR China,Sun Yat-sen Business School, Sun Yat-set University, Guangzhou 510275, PR China;
Lingnan (University) College, Sun Yat-sen University, Guangzhou 510275, PR China;
excess-of-loss reinsurance; constant elasticity of variance; optimal investment strategy; hamilton-jacobi-bellman equation; insurer;
机译:CEV模型下的延迟和跳跃扩散风险过程的最佳过度损失再保险和投资问题
机译:CEV模型下的最优损失超额再保险和投资政策
机译:在CEV模型下最大化保险人和再保险人公用事业产品收益的最优再保险投资问题
机译:CEV模型下默顿组合优化问题的最优投资策略
机译:保险公司的风险管理和最佳再保险。
机译:通过投资和再保险在相关风险模型下最小化Lundberg不等式的破产概率
机译:最佳过度损失的再保险和损失厌恶人员的投资问题