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
复制
发表时间:
2018
影响因子:
0.8
通讯作者:
Virginia R. Young
Virginia R. Young
中科院分区:
数学4区
文献类型:
--
作者:
Liang Xiaoqing;Virginia R. Young

文献摘要

被引文献

相似文献