Optimal excess-of-loss reinsurance and investment polices under the CEV model

@article{Li2014OptimalER,
  title={Optimal excess-of-loss reinsurance and investment polices under the CEV model},
  author={Qicai Li and Mengdi Gu and Zhibing Liang},
  journal={Annals OR},
  year={2014},
  volume={223},
  pages={273-290}
}