Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk process under the Heston model

✍ Scribed by Zhao, Hui; Rong, Ximin; Zhao, Yonggan

• Book ID: 121891710
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 818 KB
• Volume: 53
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2013.08.004