Optimal Investment and Dividend Strategy in the Discrete Sparre Andersen Risk Model

LI Qi; TAN Jiyang; HU Limin

PDF(1192 KB)
PDF(1192 KB)
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2020, Vol. 36 ›› Issue (3) : 277-294. DOI: 10.3969/j.issn.1001-4268.2020.03.005
article

Optimal Investment and Dividend Strategy in the Discrete Sparre Andersen Risk Model

    {{javascript:window.custom_author_en_index=0;}}
  • {{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}}. 2020, 36(3): 277-294 https://doi.org/10.3969/j.issn.1001-4268.2020.03.005

References

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(1192 KB)

Accesses

Citation

Detail

Sections
Recommended

/