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Gu, Mengdi; Yang, Yipeng; Li, Shoude; Zhang, Jingyi Constant elasticity of variance model for proportional reinsurance and investment strategies. (English) Zbl 1231.91193 Insur. Math. Econ. 46, No. 3, 580-587 (2010). MSC: 91B30 49L20 PDF BibTeX XML Cite \textit{M. Gu} et al., Insur. Math. Econ. 46, No. 3, 580--587 (2010; Zbl 1231.91193) Full Text: DOI
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