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Optimal excess-of-loss reinsurance and investment polices under the CEV model.

Qicai LiMengdi GuZhibing Liang
Published in: Ann. Oper. Res. (2014)
Keyphrases
  • computational model
  • mathematical model
  • closed form
  • theoretical analysis
  • formal model
  • prior knowledge
  • cost function
  • hidden markov models
  • least squares
  • statistical model