"Robust optimal proportional reinsurance and investment strategy for an ..."

Qiang Zhang, Ping Chen (2019)

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DOI: 10.1016/J.CAM.2019.01.034

access: closed

type: Journal Article

metadata version: 2020-02-20

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Qiang Zhang, Ping Chen:
Robust optimal proportional reinsurance and investment strategy for an insurer with defaultable risks and jumps. J. Comput. Appl. Math. 356: 46-66 (2019)

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