Open Journal of Statistics

Vol.6 No.2(2016), Paper ID 65872, 9 pages

DOI:10.4236/ojs.2016.62024

 

Optimal Investment and Risk Control Strategy for an Insurer under the Framework of Expected Logarithmic Utility

 

Tingyun Wang

 

Department of Statistics, Jinan University, Guangzhou, China

 

Copyright © 2016 Tingyun Wang 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


Wang, T. (2016) Optimal Investment and Risk Control Strategy for an Insurer under the Framework of Expected Logarithmic Utility. Open Journal of Statistics, 6, 286-294. doi: 10.4236/ojs.2016.62024.

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