OPTIMAL RISK CONTROL POLICIES FOR DIFFUSION MODELS WITH NON-CHEAP PROPORTIONAL REINSURANCE AND BANKRUPTCY VALUE

Minghua WU, Rong WU, Aimin ZHOU

系统科学与复杂性(英文) ›› 2011, Vol. 24 ›› Issue (5) : 892-906.

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系统科学与复杂性(英文) ›› 2011, Vol. 24 ›› Issue (5) : 892-906. DOI: 10.1007/s11424-011-9180-3

OPTIMAL RISK CONTROL POLICIES FOR DIFFUSION MODELS WITH NON-CHEAP PROPORTIONAL REINSURANCE AND BANKRUPTCY VALUE

    Minghua WU 1, Rong WU 2, Aimin ZHOU 1
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OPTIMAL RISK CONTROL POLICIES FOR DIFFUSION MODELS WITH NON-CHEAP PROPORTIONAL REINSURANCE AND BANKRUPTCY VALUE

    Minghua WU 1, Rong WU 2, Aimin ZHOU 1
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2011, 24(5): 892-906 https://doi.org/10.1007/s11424-011-9180-3
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2011, 24(5): 892-906 https://doi.org/10.1007/s11424-011-9180-3
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