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~accessRights:"restricted"
~person:"Chen, Kailing"
~person:"Liang, Zhibin"
~subject:"Theory"
~subject:"hurdle model"
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Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion
Zhang, Caibin
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012028852
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Optimal investment-reinsurance problems with common shock dependent risks under two kinds of premium principles
Bi, Junna
;
Chen, Kailing
- In:
RAIRO / Operations research
53
(
2019
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10012113620
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