Optimal time-consistent reinsurance-investment strategy with delay for an insurer under a defaultable market

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Publication:2633700

DOI10.1016/j.jmaa.2019.02.016zbMath1411.91319OpenAlexW2914613209MaRDI QIDQ2633700

Hui Zhao, Xi-Min Rong, Suxin Wang

Publication date: 10 May 2019

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2019.02.016




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