Open AccessRobust optimal excess-of-loss reinsurance and investment problem with <i>p</i>-thinning dependent risks under CEV model
Author(s) -
Lei Mao,
Zhang Yan
Publication year - 2021
Publication title -
quantitative finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2573-0134
DOI - 10.3934/qfe.2021007
Subject(s) - reinsurance , exponential utility , economics , asset (computer security) , stochastic control , ambiguity , expected utility hypothesis , investment (military) , capital asset pricing model , investment strategy , actuarial science , econometrics , mathematical economics , optimal control , microeconomics , mathematics , computer science , mathematical optimization , profit (economics) , computer security , programming language , politics , law , political science
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