Martingale method for optimal investment and proportional reinsurance
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Publication:2036123
DOI10.1007/s11766-021-3463-8zbMath1474.91155OpenAlexW3135404676MaRDI QIDQ2036123
Shuang-sui Liu, Xin-le Tong, Wen-jing Guo
Publication date: 28 June 2021
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-021-3463-8
Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44) Actuarial mathematics (91G05)
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Cites Work
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