This article investigates the optimal excess-loss reinsurance, investment, and the rationality of using a diffusion model to approximate a jump model. We assume that the instantaneous rate of retur...

中文翻译：

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再保险、投资以及近似跳跃模型的扩散模型的合理性

本文研究了最优超额损失再保险、投资以及使用扩散模型来近似跳跃模型的合理性。我们假设瞬时收益率...