Insurer's optimal investment strategy under constant elasticity of variance model

RONG Xi-min, FAN Li-xin

Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (12) : 2619-2628.

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Systems Engineering - Theory & Practice ›› 2012, Vol. 32 ›› Issue (12) : 2619-2628. DOI: 10.12011/1000-6788(2012)12-2619

Insurer's optimal investment strategy under constant elasticity of variance model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2012, 32(12): 2619-2628 https://doi.org/10.12011/1000-6788(2012)12-2619

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