
Optimal investment decision for insurer in a jump-diffusion market
GUO Wen-jing;ZHAO Cheng-guo;YUAN Jian-hui
Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (4) : 749-760.
Optimal investment decision for insurer in a jump-diffusion market
premium rate / claim arrival intensity / compound Poisson risk process / jump-diffusion market / optimal investment strategy / efficient frontier {{custom_keyword}} /
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