Optimal Portfolios of an Insurer and a Reinsurer under Proportional Reinsurance and Power Utility Preference

ISSN Print: 2333-9705
ISSN Online: 2333-9721
www.scirp.net/journal/oalibj
E-mail: [email protected]

Citations

"Optimal Portfolios of an Insurer and a Reinsurer under Proportional Reinsurance and Power Utility Preference"
written by Silas A. Ihedioha, Bright O. Osu,
published by Open Access Library Journal, Vol.2 No.12, 2015

has been cited by the following article(s):

[1]	Closed Form Solutions of a Re-Insurer's Surplus, Stochastic and Time-Dependent Investment Returns with Random Parameters
	Communication in Physical …, 2024

[2]	Optimal Reinsurance and Investment Strategy Under CEV Model with Fractional Power Utility Function.
	2020

[3]	Optimal Reinsuranceand Investment Problem Under Fractional Power Utility Function
	2020

[4]	Optimal Reinsurance and Investment Strategy Under CEV Model with Fractional Power Utility Function
	2020

[5]	New research directions in modern actuarial sciences
	Modern Problems of Stochastic Analysis and Statistics, 2016

[1]	Optimized Investment Strategy and Proportional Reinsurance of Insurance Company under Ornstein–Uhlenbeck and Geometric Brownian motion Models African Journal of Mathematics and Statistics Studies, 2024 DOI:10.52589/AJMSS-9OSUNXJT