考虑Vasicek利率和相依风险的最优投资与再保险

米辉, 狄文荣, 林金官

Optimal Investment and Reinsurance with Vasicek Interest Rate and Dependent Risk#br#

MI Hui, DI Wenrong, LIN Jinguan

应用概率统计 . 2023, (2): 239 -258 . DOI: 10.3969/j.issn.1001-4268.2023.02.005