Optimal investment problem in a renewal risk model with generalized Erlang distributed interarrival times

Mathematics and Financial Economics 2026 Open access

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Authors: Linlin Tian, Yixuan Tian, Guoqing Li, Guoqing Li

DOI: 10.1007/s11579-026-00422-9

Cited by: 0

References: 35

Fields of Study & Subjects

Stochastic processes and financial applications

References 35