Optimal reinsurance and investment problem for an insurer with counterparty risk
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Publication:2347114
DOI10.1016/j.insmatheco.2015.01.013zbMath1314.91150OpenAlexW2060173475MaRDI QIDQ2347114
Huiming Zhu, Yingchun Deng, Shengjie Yue, Chao Deng
Publication date: 26 May 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.01.013
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