Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump-diffusion risk model
Article first published online: 17 NOV 2011
Copyright © 2011 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Volume 28, Issue 6, pages 585–597, November/December 2012
How to Cite
Liang, Z., Yuen, K. C. and Cheung, K. C. (2012), Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump-diffusion risk model. Appl. Stochastic Models Bus. Ind., 28: 585–597. doi: 10.1002/asmb.934
- Issue published online: 26 DEC 2012
- Article first published online: 17 NOV 2011
- Manuscript Accepted: 28 SEP 2011
- Manuscript Revised: 10 AUG 2011
- Manuscript Received: 13 APR 2011
- National Natural Science Foundation of China. Grant Number: 11101215
- Natural Science Foundation of the Jiangsu Higher Education Institutions of China. Grant Number: 09KJB110004
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