Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence
Crossref DOI link: https://doi.org/10.1007/s12190-017-1119-y
Published Online: 2017-06-14
Published Print: 2018-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Liang, Zhibin http://orcid.org/0000-0002-3152-8081
Yuen, Kam Chuen
Zhang, Caibin
Funding for this research was provided by:
National Natural Science Foundation of China (11471165)
Research Grants Council of the Hong Kong Special Administrative Region, China (HKU17329216)
License valid from 2017-06-14