Martingale method for optimal investment and proportional reinsurance
Crossref DOI link: https://doi.org/10.1007/s11766-021-3463-8
Published Online: 2021-03-10
Published Print: 2021-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Liu, Shuang-sui
Guo, Wen-jing
Tong, Xin-le
Text and Data Mining valid from 2021-03-01
Version of Record valid from 2021-03-01
Article History
Received: 5 May 2016
Revised: 8 December 2019
First Online: 10 March 2021