Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle
| Autor: | ZHOU, Jieming, DENG, Yingchun, HUANG, Ya, YANG, Xiangqun |
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| Zdroj: | In Acta Mathematica Scientia March 2015 35(2):303-312 |
| Databáze: | ScienceDirect |
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