Zhao, Hui; Rong, Ximin Portfolio selection problem with multiple risky assets under the constant elasticity of variance model. (English) Zbl 1235.91159 Insur. Math. Econ. 50, No. 1, 179-190 (2012). MSC: 91G10 93E20 49L20 91B16 PDFBibTeX XMLCite \textit{H. Zhao} and \textit{X. Rong}, Insur. Math. Econ. 50, No. 1, 179--190 (2012; Zbl 1235.91159) Full Text: DOI
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 PDFBibTeX XMLCite \textit{M. Gu} et al., Insur. Math. Econ. 46, No. 3, 580--587 (2010; Zbl 1231.91193) Full Text: DOI
Gao, Jianwei An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts. (English) Zbl 1231.91432 Insur. Math. Econ. 46, No. 3, 511-530 (2010). MSC: 91G20 91G70 60H30 93E20 PDFBibTeX XMLCite \textit{J. Gao}, Insur. Math. Econ. 46, No. 3, 511--530 (2010; Zbl 1231.91432) Full Text: DOI
Gao, Jianwei Optimal portfolios for DC pension plans under a CEV model. (English) Zbl 1162.91411 Insur. Math. Econ. 44, No. 3, 479-490 (2009). MSC: 91B30 91B28 93E99 PDFBibTeX XMLCite \textit{J. Gao}, Insur. Math. Econ. 44, No. 3, 479--490 (2009; Zbl 1162.91411) Full Text: DOI