Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process

Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
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DOI:
10.1016/j.insmatheco.2011.04.005
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发表时间:
2011-09
影响因子:
1.9
通讯作者:
Zhibin Liang;K. Yuen;Junyi Guo
Zhibin Liang;K. Yuen;Junyi Guo
中科院分区:
经济学2区
文献类型:
--
作者:
Zhibin Liang;K. Yuen;Junyi Guo

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