Optimal investment problem with multiple risky assets and correlation between risk model and financial market for an insurer under the CEV model
Yiqi Yan; Ximin Rong; Hui Zhao
- Published
- Publisher
- Informa UK Limited
- Journal / collection
- Communications in Statistics - Theory and Methods
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1080/03610926.2024.2444522
The original publisher provides the full text and its access options.
Cite this source
Yiqi Yan; Ximin Rong; Hui Zhao. Optimal investment problem with multiple risky assets and correlation between risk model and financial market for an insurer under the CEV model. Communications in Statistics - Theory and Methods. 2025-01-10. https://doi.org/10.1080/03610926.2024.2444522