Crossmark

Optimal reinsurance and investment in a diffusion model

Crossref DOI link: https://doi.org/10.1007/s10203-019-00265-8

Published Online: 2019-08-13

Published Print: 2020-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Brachetta, Matteo https://orcid.org/0000-0001-6940-4749
Schmidli, Hanspeter https://orcid.org/0000-0001-6404-078X
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Text and Data Mining valid from 2019-08-13

Version of Record valid from 2019-08-13
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Article History

Received: 25 March 2019

Accepted: 5 August 2019

First Online: 13 August 2019