Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model

There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.

Related collections

Author and article information

Journal

Title: Insurance: Mathematics and Economics

Abbreviated Title: Insurance: Mathematics and Economics

Publisher: Elsevier BV

ISSN (Print): 01676687

Publication date Created: March 2016

Publication date (Print): March 2016

Volume: 67

Pages: 77-87

Article

DOI: 10.1016/j.insmatheco.2015.12.008

SO-VID: d51b62d5-ad33-4ac0-9e82-de78804f4218

License:

https://www.elsevier.com/tdm/userlicense/1.0/

History

Data availability:

Comments

Comment on this article

scite_

Cited by 11

See all cited by