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Stochastic asset allocation and reinsurance game under contagious claims
Liu, Guo
;
Jin, Zhuo
;
Li, Shuanming
;
Zhang, Jiannan
- In:
Finance research letters
49
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013479221
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Optimal dividend policy with self-exciting claims in the Gamma-Omega model
Liu, Guo
;
Jin, Zhuo
;
Li, Shuanming
- In:
Finance research letters
69
(
2024
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10015080983
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