Optimal proportional reinsurance and investment with transaction costs, I: Maximizing the terminal wealth
| Year of publication: |
2009
|
|---|---|
| Authors: | Zhang, Xin-Li ; Zhang, Ke-Cun ; Yu, Xing-Jiang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 44.2009, 3, p. 473-478
|