一类包含可违约资产和由Ornstein-Uhlenbeck过程刻画的股票的最优再保险和投资问题
马建静;王过京
An Optimal Reinsurance and Investment Problem with a Defaultable Security and a Stock with Ornstein-Uhlenbeck Process
MA Jianjing; WANG Guojing
应用概率统计
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2019, (2): 111
-125
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DOI: 10.3969/j.issn.1001-4268.2019.02.001
