Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk

By Zhongyang Sun, Xiaoxiao Zheng, Xin Zhang. 2017

64 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/8635659304f9c8d4e3a06f219061eb789ceed902