## Edikan E. Akpanibah and Bright O. Osu, Portfolio Strategy for an Investor with Stochastic Premium Under Exponential Utility via Legendre Transform and Dual Theory, Volume 2017, Number 6, Pages 27-35, 2017

Abstract: We investigate the optimal investment strategies of an insurance company. We assume that the rates at which premiums are paid to insurance companies are stochastic, the total claims are modeled by a compound Poisson process, we assume that surplus of the insurance company is invested...