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Optimal Mean-Variance Investment-Reinsurance Strategy for a Dependent Risk Model with Ornstein-Uhlenbeck Process

Published Online: 2021-10-16

Published Print: 2022-06

Authors

Tian, Yingxu

Sun, Zhongyang https://orcid.org/0000-0003-4410-3346
Guo, Junyi
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (11901344)

National Natural Science Foundation of China (11931018)

Natural Science Foundation of Shandong Province (ZR2019QA013)

Fundamental Research Funds for the Central Universities (3122019156)
License Information

Text and Data Mining valid from 2021-10-16

Version of Record valid from 2021-10-16
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Article History

Received: 26 February 2021

Revised: 12 September 2021

Accepted: 25 September 2021

First Online: 16 October 2021

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