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 (Articles)

Silas A. Ihedioha

Open Access Library Journal Vol.5 No.10，October 30, 2018

DOI: 10.4236/oalib.1104954   192 Downloads  306 Views  Citations

The Effects of Transaction Cost and Correlation of Brownian Motions on an Insurer’s Optimal Investment Strategy through Logarithmic Utility Optimization under Modified Constant Elasticity of Variance (M-CEV) Model (Articles)

Silas A. Ihedioha, Gbenga M. Ogungbenle, Philip T. Ajai

Open Access Library Journal Vol.7 No.7，July 13, 2020

DOI: 10.4236/oalib.1106488   36 Downloads  100 Views  Citations

The Sum and Difference of Two Constant Elasticity of Variance Stochastic Variables (Articles)

Chi-Fai Lo

Applied Mathematics Vol.4 No.11，November 5, 2013

DOI: 10.4236/am.2013.411203   4,063 Downloads  5,582 Views  Citations

Malliavin Differentiability of CEV-Type Heston Model (Articles)

Shota Tsumurai

Journal of Mathematical Finance Vol.10 No.1，February 26, 2020

DOI: 10.4236/jmf.2020.101012   244 Downloads  409 Views  Citations

A Unified Stochastic Volatility—Stochastic Correlation Model (Articles)

Xiang Lu, Gunter Meissner, Hong Sherwin

Journal of Mathematical Finance Vol.10 No.4，November 25, 2020

DOI: 10.4236/jmf.2020.104039   75 Downloads  240 Views  Citations
This article belongs to the Special Issue on Financial Statistics

Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model (Articles)

Hui Zhao, Ximin Rong, Weiqin Ma, Bo Gao

Modern Economy Vol.3 No.6，October 31, 2012

DOI: 10.4236/me.2012.36092   3,977 Downloads  6,613 Views  Citations

Revealing the Essence of Electric Permittivity Constant (Articles)

Nader Butto

Journal of High Energy Physics, Gravitation and Cosmology Vol.7 No.1，January 18, 2021

DOI: 10.4236/jhepgc.2021.71011   47 Downloads  159 Views  Citations

Measure of Investment Optimal Strategy (Articles)

J. T. Eghwerido, E. Ekuma-Okereke, E. Ekuma-Okereke, E. Efe-Eyefia, Edwin Iguodala, T. O. Obilade

Journal of Mathematical Finance Vol.6 No.2，May 12, 2016

DOI: 10.4236/jmf.2016.62023   2,463 Downloads  3,028 Views  Citations

Good Approximation of Exponential Utility Function for Optimal Futures Hedging (Articles)

Xu Guo, Donald Lien, Wing-Keung Wong

Journal of Mathematical Finance Vol.6 No.3，August 31, 2016

DOI: 10.4236/jmf.2016.63036   1,472 Downloads  2,030 Views  Citations

Optimal Portfolio Allocation among REITs, Stocks, and Long-Term Bonds: An Empirical Analysis of US Financial Markets (Articles)

Rafiqul Bhuyan, James Kuhle, Nuriddin Ikromov, Charles Chiemeke

Journal of Mathematical Finance Vol.4 No.2，February 19, 2014

DOI: 10.4236/jmf.2014.42010   5,785 Downloads  9,246 Views  Citations

The Impact of Asset Price Bubbles on Credit Risk Measures (Articles)

Michael Jacobs Jr.

Journal of Financial Risk Management Vol.4 No.4，November 30, 2015

DOI: 10.4236/jfrm.2015.44019   4,388 Downloads  5,319 Views  Citations

A General Criterion of Choice, with Discussion of Borch Paradox (Articles)

Benito V. Frosini

Theoretical Economics Letters Vol.4 No.8，October 22, 2014

DOI: 10.4236/tel.2014.48087   1,833 Downloads  2,309 Views  Citations

On Asymptotic Behaviors of Exponential Hedging in the Basis-Risk Model (Articles)

Kazuhiro Takino

Journal of Mathematical Finance Vol.5 No.2，May 27, 2015

DOI: 10.4236/jmf.2015.52020   3,159 Downloads  3,748 Views  Citations

An Inventory Model for Deteriorating Items with Exponential Declining Demand and Time-Varying Holding Cost (Articles)

Bhanu Priya Dash, Trailokyanath Singh, Hadibandhu Pattnayak

American Journal of Operations Research Vol.4 No.1，January 6, 2014

DOI: 10.4236/ajor.2014.41001   5,446 Downloads  10,167 Views  Citations

Solutions of the Exponential Equation y^x/y = x or lnx/x = lny/y and Fine Structure Constant (Articles)

Sabaratnasingam Gnanarajan

Journal of Applied Mathematics and Physics Vol.5 No.2，February 17, 2017

DOI: 10.4236/jamp.2017.52034   1,062 Downloads  1,687 Views  Citations

An Inventory Model for Deteriorating Items with Generalised Exponential Decreasing Demand, Constant Holding Cost and Time-Varying Deterioration Rate (Articles)

Isiyaku Aliyu, Babangida Sani

American Journal of Operations Research Vol.8 No.1，January 4, 2018

DOI: 10.4236/ajor.2018.81001   1,002 Downloads  1,646 Views  Citations

Optimal Expected Utility of Wealth for Two Dependent Classes of Insurance Business (Articles)

Cristina Gosio, Ester C. Lari, Marina Ravera

Theoretical Economics Letters Vol.3 No.2，April 30, 2013

DOI: 10.4236/tel.2013.32015   4,304 Downloads  6,534 Views  Citations

A “Hard to Die” Series Expansion and Lucas Polynomials of the Second Kind (Articles)

Pierpaolo Natalini, Paolo E. Ricci

Applied Mathematics Vol.6 No.8，July 14, 2015

DOI: 10.4236/am.2015.68116   2,897 Downloads  3,291 Views  Citations

Solutions for Series of Exponential Equations in Terms of Lambert-W Function and Fundamental Constants (Articles)

S. Gnanarajan

Journal of Applied Mathematics and Physics Vol.6 No.4，April 20, 2018

DOI: 10.4236/jamp.2018.64065   367 Downloads  686 Views  Citations

Calculation of the Fine-Structure Constant (Articles)

Jesús Sánchez

Journal of High Energy Physics, Gravitation and Cosmology Vol.4 No.3，July 6, 2018

DOI: 10.4236/jhepgc.2018.43029   2,163 Downloads  3,677 Views  Citations