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

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

From MaRDI portal
Publication:5369449

DOI10.1017/S1446181115000280zbMath1376.91101MaRDI QIDQ5369449

Chao Deng, Huiming Zhu, Ya Huang, Jie-Ming Zhou, Xiang-Qun Yang

Publication date: 17 October 2017

Published in: The ANZIAM Journal (Search for Journal in Brave)




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