OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM...

The ANZIAM Journal 2016 / 01 Vol. 57; Iss. 3

OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET

ZHU, HUIMING, HUANG, YA, ZHOU, JIEMING, YANG, XIANGQUN, DENG, CHAO
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Volume:
57
Language:
english
Journal:
The ANZIAM Journal
DOI:
10.1017/s1446181115000280
Date:
January, 2016
File:
PDF, 235 KB
english, 2016
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