Optimal mean–variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin, Bi, Junna, Yuen, Kam Chuen, Zhang, CaibinVolume:
84
Language:
english
Journal:
Mathematical Methods of Operations Research
DOI:
10.1007/s00186-016-0538-0
Date:
August, 2016
File:
PDF, 745 KB
english, 2016