Applied Mathematics

Vol.9 No.7(2018), Paper ID 86188, 15 pages

DOI:10.4236/am.2018.97056

 

Optimal Investment-Reinsurance Strategies for Insurers with Mean-Reversion and Mispricing under Variance Premium Principle

 

Yuzhen Wen

 

School of Mathematical Sciences, Qufu Normal University, Qufu, China

 

Copyright © 2018 Yuzhen Wen 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

Wen, Y. (2018) Optimal Investment-Reinsurance Strategies for Insurers with Mean-Reversion and Mispricing under Variance Premium Principle. Applied Mathematics, 9, 806-820. doi: 10.4236/am.2018.97056.
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