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Correlation of Brownian Motions and Its Impact on a Reinsurer’s Optimal Investment Strategy and Reinsured Proportion under Exponential Utility Maximization and Constant Elasticity of Variance Model
Silas A. Ihedioha
OALIBJ Vol.5 No.10, October 30, 2018  DOI: 10.4236/oalib.1104954
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Analyses of the Responses of Staff and Students on Mathematics Mentoring in Isuikwuato Local Government Area, Abia State, Nigeria
Silas A. Ihedioha
OALIBJ Vol.2 No.12, December 14, 2015  DOI: 10.4236/oalib.1102035
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Optimal Portfolios of an Insurer and a Reinsurer under Proportional Reinsurance and Power Utility Preference
Silas A. Ihedioha, Bright O. Osu
OALIBJ Vol.2 No.12, December 29, 2015  DOI: 10.4236/oalib.1102033
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The Effects of Transaction Cost and Correlation of Brownian Motions on an Insurer’s Optimal Investment Strategy through Logarithmic Utility Optimization under Modified Constant Elasticity of Variance (M-CEV) Model
Silas A. Ihedioha, Gbenga M. Ogungbenle, Philip T. Ajai
OALIBJ Vol.7 No.7, July 13, 2020  DOI: 10.4236/oalib.1106488
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Optimal Investment Strategy for Defined Contribution Pension Scheme under the Heston Volatility Model
Chidi U. Okonkwo, Bright O. Osu, Silas A. Ihedioha, Chigozie Chibuisi
J. Math. Finance Vol.8 No.4, September 30, 2018  DOI: 10.4236/jmf.2018.84039
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