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Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process
Liang, Zhibin
;
Yuen, Kam Chuen
;
Guo, Junyi
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 207-215
Persistent link: https://www.econbiz.de/10009242034
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Optimal reinsurance and dividends with transaction costs and taxes under thinning structure
Chen, Mi
;
Yuen, Kam Chuen
;
Wang, Wenyuan
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 198-217
Persistent link: https://www.econbiz.de/10012500260
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