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Affiliation
ISSN
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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
329
Downloads
802
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
149
Downloads
624
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
4,417
Downloads
6,229
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
565
Downloads
1,172
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
554
Downloads
1,974
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
4,325
Downloads
7,322
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
2,689
Downloads
3,652
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
825
Downloads
2,776
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
7,736
Downloads
12,160
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
2,136
Downloads
2,924
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
4,822
Downloads
6,234
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
3,431
Downloads
4,293
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
6,191
Downloads
11,647
Views
Citations
Solutions of the Exponential Equation
y
x/y
=
x
or ln
x
/
x
= ln
y
/
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
1,327
Downloads
2,233
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
1,490
Downloads
3,152
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
4,584
Downloads
7,092
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
3,177
Downloads
3,928
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
648
Downloads
1,732
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
2,807
Downloads
6,926
Views
Citations
Identifying Unusual Observations in Ridge Regression Linear Model Using Box-Cox Power Transformation Technique
(Articles)
Aboobacker Jahufer
Open Journal of Statistics
Vol.4 No.1
,January 27, 2014
DOI:
10.4236/ojs.2014.41003
9,528
Downloads
17,009
Views
Citations
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