Constrained investment-reinsurance optimization with regime switching under variance premium principle

Constrained investment-reinsurance optimization with regime switching under variance premium principle
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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:
Insurance: Mathematics and Economics
影响因子:
--
通讯作者:
Wang Wei
Wang Wei
中科院分区:
其他
文献类型:
--
作者:
Chen Lv;Qian Linyi;Shen Yang;Wang Wei

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