Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance
Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance
复制标题
最大限度地降低破产概率:具有交易成本和比例再保险的两种无风险资产
DOI:
10.1016/j.spl.2018.05.005
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发表时间:
2018
影响因子:
0.8
通讯作者:
Virginia R. Young
中科院分区:
文献类型:
--
作者:
Liang Xiaoqing;Virginia R. Young