Optimal mean–variance investment and reinsurance problems for the risk model with common shock dependence

By Junna Bi, Zhibin Liang, Fangjun Xu. 2016

55 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/6f539d3b987c21503435c994c1f4efb18275f45a