Optimal investment strategies for the HARA utility under the constant elasticity of variance model

The constant elasticity of variance (CEV) model and the Legendre transform–dual solution for annuity contracts

Jianwu Xiao, Hong Zhai · Insurance Mathematics and Economics · 2006 · 128 citations

Business, Economics, Insurance +16

Constant elasticity of variance model for proportional reinsurance and investment strategies

Mengdi Gu, Yipeng Yang, Shoude Li et al. · Insurance Mathematics and Economics · 2010 · 117 citations

Business, Economics, Insurance +17

Stochastic optimal control of annuity contracts

Pierre Devolder, Manuela Bosch Príncep, Inmaculada Domínguez Fabián · Insurance Mathematics and Economics · 2003 · 114 citations

Business, Economics, Insurance +14

Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model

Jianwei Gao · Insurance Mathematics and Economics · 2009 · 85 citations

Business, Economics, Finance +14

A stability result for the HARA class with stochastic interest rates

Martino Grasselli · Insurance Mathematics and Economics · 2003 · 40 citations

Engineering, Economics, Finance +11