| 标题： | Optimal investment for insurer with jump-diffusion risk process |
| 时间： | 2020-08-01 20:16:25 |
| DOI： | 10.1016/j.insmatheco.2005.06.009 |
| 大小： | 463 kb |
| 页数： | 21 PAGES |
| 下载： | 点击下载 |
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目录：
- Optimal investment for insurer with jump-diffusion risk process
- Introduction
- The model
- Maximizing expected exponential utility of terminal wealth
- A general optimal control problem
- Maximizing the survival probability
- Exponential claim-size distribution
- Gamma claim-size distribution
- Pareto claim-size distribution
- Acknowledgments
- References
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