Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk

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Publication:5867741

DOI10.1080/03610926.2020.1862872OpenAlexW3120265486MaRDI QIDQ5867741

Kai Han, Hui Zhao, Xi-Min Rong, Yong-Tao Zhang

Publication date: 14 September 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1862872




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