Optimal reinsurance and investment problem for an insurer with counterparty risk

By Huiming Zhu, Chao Deng, Shengjie Yue, Yingchun Deng. 2015

54 citations recorded by the source corpus.

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

View Paper: https://www.semanticscholar.org/paper/889097fbe010978bacfe8ee26e482db99f07456d