JOURNAL ARTICLE
Optimal investment for insurer with jump-diffusion risk process
Year: 2005 Journal: Insurance Mathematics and Economics Vol: 37 (3)Pages: 615-634 Publisher: Elsevier BV
Keywords:
Jump diffusion Martingale (probability theory) Compound Poisson process Risk process Jump Brownian motion Exponential function Diffusion process Jump process Mathematics Poisson distribution Function (biology) Asset (computer security) Actuarial science Economics Econometrics Mathematical optimization Poisson process Applied mathematics Computer science Innovation diffusion Mathematical analysis Statistics
Metrics
295
Cited By
5.75
FWCI (Field Weighted Citation Impact)
49
Refs
0.96
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Probability and Risk Models
Social Sciences → Decision Sciences → Management Science and Operations Research
Insurance, Mortality, Demography, Risk Management
Social Sciences → Social Sciences → Demography
Insurance and Financial Risk Management
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
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