Optimal reinsurance and investment problems to minimize the probability of drawdown

From MaRDI portal
Publication:6574089

DOI10.3934/JIMO.2024047MaRDI QIDQ6574089FDOQ6574089

Linlin Tian, Xuxin Zhang

Publication date: 18 July 2024

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)








Cites Work






This page was built for publication: Optimal reinsurance and investment problems to minimize the probability of drawdown

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6574089)