Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump-diffusion risk model

By Zhibin Liang, Kam Chuen Yuen, Ka Chun Cheung. 2012

69 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/516ef13fe5b17964fa946a0e2b62cad34e2ca27e

Citations in the corpus

• Optimal dynamic reinsurance with dependent risks: variance premium principle (2016, unknown): “For example, see Liang et al. (2012) and references therein.”