Open Access Library Journal

Vol.5 No.10(2018), Paper ID 88205, 10 pages

DOI:10.4236/oalib.1104954

 

Correlation of Brownian Motions and Its Impact on a Reinsurer’s Optimal Investment Strategy and Reinsured Proportion under Exponential Utility Maximization and Constant Elasticity of Variance Model

 

Silas A. Ihedioha

 

Department of Mathematics, Plateau State University Bokkos, Jos, Nigeria

 

Copyright © 2018 Silas A. Ihedioha 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

Ihedioha, S. (2018) Correlation of Brownian Motions and Its Impact on a Reinsurer’s Optimal Investment Strategy and Reinsured Proportion under Exponential Utility Maximization and Constant Elasticity of Variance Model. Open Access Library Journal, 5, 1-10. doi: 10.4236/oalib.1104954.
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