Optimal Investment-Reinsurance Strategy with Exchange Rate Risk under Variance Premium Principl

HUANG Chan; WANG Wei; WEN Limin

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2019, Vol. 35 ›› Issue (5) : 508-524. DOI: 10.3969/j.issn.1001-4268.2019.05.006

Optimal Investment-Reinsurance Strategy with Exchange Rate Risk under Variance Premium Principl

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