Optimal investment-reinsurance policy for an insurance company with VaR constraint
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Publication:661229
DOI10.1016/J.INSMATHECO.2010.06.002zbMath1231.91155OpenAlexW2025582260MaRDI QIDQ661229
Kemian Li, Shu-Min Chen, Zhong-Fei Li
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.06.002
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