Table of Contents
ISRN Mathematical Analysis
Volume 2013, Article ID 383265, 10 pages
http://dx.doi.org/10.1155/2013/383265
Research Article

Optimization Problems of Excess-of-Loss Reinsurance and Investment under the CEV Model

1Antai College of Economics and Management, Shanghai Jiao Tong University, Shanghai 200052, China
2School of Mathematical Sciences, Nanjing Normal University, Nanjing 210046, China

Received 19 February 2013; Accepted 11 April 2013

Academic Editors: G. Gripenberg and G. Schimperna

Copyright © 2013 Qicai Li and Mengdi Gu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Qicai Li and Mengdi Gu, “Optimization Problems of Excess-of-Loss Reinsurance and Investment under the CEV Model,” ISRN Mathematical Analysis, vol. 2013, Article ID 383265, 10 pages, 2013. https://doi.org/10.1155/2013/383265.