Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
Year of publication: |
2011
|
---|---|
Authors: | Liang, Zhibin ; Yuen, Kam Chuen ; Guo, Junyi |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 2, p. 207-215
|
Subject: | Börsenkurs | Share price | Theorie | Theory | Aktienmarkt | Stock market | Rückversicherung | Reinsurance |
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