Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007): Difference between revisions

@@ Property / author @@
-Kam-Chuen Yuen
@@ Property / author: Kam-Chuen Yuen / rank @@
-Normal rank
@@ Property / author @@
-Jun-Yi Guo
@@ Property / author: Jun-Yi Guo / rank @@
-Normal rank
@@ Property / author @@
+Kam-Chuen Yuen
@@ Property / author: Kam-Chuen Yuen / rank @@
+Normal rank
@@ Property / author @@
+Jun-Yi Guo
@@ Property / author: Jun-Yi Guo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2011.04.005
+Normal rank
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+W2023490476
@@ Property / OpenAlex ID: W2023490476 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3505468
@@ Property / cites work: Q3505468 / rank @@
+Normal rank
@@ Property / cites work @@
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+Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth
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@@ links / mardi / name / links / mardi / name @@
+Publication:634007