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Mathematical Problems in Engineering
Volume 2015, Article ID 413072, 14 pages
http://dx.doi.org/10.1155/2015/413072
Research Article

Optimal Investment and Consumption for an Insurer with High-Watermark Performance Fee

1School of Mathematics and Computer Science, Anhui Normal University, Wuhu, Anhui 241000, China
2School of Finance, Nanjing University of Finance and Economics, Nanjing, Jiangsu 210023, China

Received 18 August 2015; Accepted 5 October 2015

Academic Editor: Xinguang Zhang

Copyright © 2015 Lin Xu et al. 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

Lin Xu, Hao Wang, and Dingjun Yao, “Optimal Investment and Consumption for an Insurer with High-Watermark Performance Fee,” Mathematical Problems in Engineering, vol. 2015, Article ID 413072, 14 pages, 2015. https://doi.org/10.1155/2015/413072.