• Media type: E-Article
  • Title: Constant elasticity of variance model for proportional reinsurance and investment strategies
  • Contributor: Gu, Mengdi; Yang, Yipeng; Li, Shoude; Zhang, Jingyi
  • Published: Elsevier BV, 2010
  • Published in: Insurance: Mathematics and Economics, 46 (2010) 3, Seite 580-587
  • Language: English
  • DOI: 10.1016/j.insmatheco.2010.03.001
  • ISSN: 0167-6687
  • Origination:
  • Footnote: