共 50 条
- [43] RUIN PROBABILITIES UNDER AN OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE POLICY IN A JUMP DIFFUSION RISK PROCESS [J]. ANZIAM JOURNAL, 2009, 51 (01): : 34 - 48
- [44] On optimal investment in a reinsurance context with a point process market model [J]. INSURANCE MATHEMATICS & ECONOMICS, 2010, 47 (03): : 315 - 326
- [45] On Optimal Proportional Reinsurance and Investment in a Hidden Markov Financial Market [J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2017, 33 (01): : 53 - 62
- [46] Game Analysis of Optimal Proportional Reinsurance under Complete Information [J]. PROCEEDINGS OF THE 5TH (2013) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, VOLS I AND II, 2013, : 286 - 290
- [49] On optimal proportional reinsurance and investment in a hidden Markov financial market [J]. Acta Mathematicae Applicatae Sinica, English Series, 2017, 33 : 53 - 62
- [50] Optimal proportional reinsurance and investment problem for insurers with loss aversion [J]. Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, 2020, 40 (02): : 284 - 297