Optimal proportional reinsurance and investment based on Hamilton–Jacobi–Bellman equation
| Year of publication: |
2009
|
|---|---|
| Authors: | Cao, Yusong ; Wan, Nianqing |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 45.2009, 2, p. 157-162
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