Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables (Q898969): Difference between revisions

@@ Property / author @@
+Xiang-Qun Yang
@@ Property / author: Xiang-Qun Yang / rank @@
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@@ Property / author @@
+Jie-Ming Zhou
@@ Property / author: Jie-Ming Zhou / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2015.09.032
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+W1758966433
@@ Property / OpenAlex ID: W1758966433 / rank @@
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+Optimal investment and proportional reinsurance with constrained control variables
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