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

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

MI Hui, DI Wenrong, LIN Jinguan

PDF(281 KB)

PDF(281 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2023, Vol. 39 ›› Issue (2) : 239-258. DOI: 10.3969/j.issn.1001-4268.2023.02.005

article

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

{{article.zuoZhe_EN}}

Author information +

History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

Cite this article

Download Citations

{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2023, 39(2): 239-258 https://doi.org/10.3969/j.issn.1001-4268.2023.02.005

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}

{{article.copyrightLicense_en}}

PDF(281 KB)

Accesses

Citation

Detail

Sections

Recommended

/

〈

〉