Optimal investment-reinsurance policy with stochastic interest and inflation rates
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Publication:2298524
DOI10.1155/2019/5176172zbMATH Open1435.91167OpenAlexW2994760556MaRDI QIDQ2298524FDOQ2298524
Authors: Xin Zhang, Xiaoxiao Zheng 
Publication date: 20 February 2020
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2019/5176172
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Cited In (5)
- Optimal reinsurance-investment strategy under risks of interest rate, exchange rate and inflation
- Title not available (Why is that?)
- Optimal reinsurance strategy for an insurer and a reinsurer with generalized variance premium principle
- Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest
- An optimal portfolio problem of DC pension with input-delay and jump-diffusion process
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