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Article: Cox risk model with variable premium rate and stochastic return on investment
Title | Cox risk model with variable premium rate and stochastic return on investment |
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Authors | |
Keywords | Cox risk model Expected discounted penalty function Optimal investment Variable premium rate |
Issue Date | 2014 |
Publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/cam |
Citation | Journal of Computational and Applied Mathematics, 2014, v. 256, p. 52-64 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/198104 |
ISSN | 2023 Impact Factor: 2.1 2023 SCImago Journal Rankings: 0.858 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Xu, L | en_US |
dc.contributor.author | Yang, H | en_US |
dc.contributor.author | Wang, R | en_US |
dc.date.accessioned | 2014-06-25T02:47:09Z | - |
dc.date.available | 2014-06-25T02:47:09Z | - |
dc.date.issued | 2014 | en_US |
dc.identifier.citation | Journal of Computational and Applied Mathematics, 2014, v. 256, p. 52-64 | en_US |
dc.identifier.issn | 0377-0427 | - |
dc.identifier.uri | http://hdl.handle.net/10722/198104 | - |
dc.language | eng | en_US |
dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/cam | - |
dc.relation.ispartof | Journal of Computational and Applied Mathematics | en_US |
dc.rights | NOTICE: this is the author’s version of a work that was accepted for publication in Journal of Computational and Applied Mathematics. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Journal of Computational and Applied Mathematics, 2014, v. 256, p. 52-64. DOI: 10.1016/j.cam.2013.07.016 | - |
dc.rights | This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. | - |
dc.subject | Cox risk model | - |
dc.subject | Expected discounted penalty function | - |
dc.subject | Optimal investment | - |
dc.subject | Variable premium rate | - |
dc.title | Cox risk model with variable premium rate and stochastic return on investment | en_US |
dc.type | Article | en_US |
dc.identifier.email | Yang, H: hlyang@hku.hk | en_US |
dc.identifier.authority | Yang, H=rp00826 | en_US |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.1016/j.cam.2013.07.016 | en_US |
dc.identifier.scopus | eid_2-s2.0-84882340113 | - |
dc.identifier.hkuros | 229405 | en_US |
dc.identifier.volume | 256 | en_US |
dc.identifier.spage | 52 | en_US |
dc.identifier.epage | 64 | en_US |
dc.identifier.isi | WOS:000325665900004 | - |
dc.publisher.place | Netherlands | - |
dc.identifier.issnl | 0377-0427 | - |