Constrained investment-reinsurance optimization with regime switching under variance premium principle
Constrained investment-reinsurance optimization with regime switching under variance premium principle
复制标题
方差保费原理下的约束投资-再保险优化与制度切换
DOI:
10.1016/j.insmatheco.2016.09.009
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发表时间:
2016
期刊:
影响因子:
--
通讯作者:
Wang Wei
中科院分区:
文献类型:
--
作者:
Chen Lv;Qian Linyi;Shen Yang;Wang Wei