Two-sided jumps risk model with proportional investment and random observation periods
In this paper, we consider a two-sided jumps risk model with proportional investments and random observation periods. The downward jumps represent the claim while the upward jumps represent the random returns. Suppose an insurance company invests all of their surplus in risk-free and risky investmen...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2023-07-01
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| Series: | AIMS Mathematics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/math.20231137?viewType=HTML |