In this paper we investigate the optimalinvestment for an insurer in the security market with jumps.
本文是针对于带跳的股票市场考虑保险公司的投资选择问题。
2
A real options approach was applied to analyze optimalinvestment decision. A model that incorporated the product life cycle as well as market structure was introduced.
应用实物期权方法探讨投资决策问题，提出了一种同时考虑产品生命周期和市场结构的分析模型。
3
This paper discuss the optimalinvestment and insurance in such a one-period market and get the valuation of the optimal assets investment amount and the optimal amount of dismiss compensate.