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

Minghua WU, Rong WU, Aimin ZHOU

Journal of Systems Science & Complexity ›› 2011, Vol. 24 ›› Issue (5) : 892-906.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 2011, Vol. 24 ›› Issue (5) : 892-906. DOI: 10.1007/s11424-011-9180-3
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OPTIMAL RISK CONTROL POLICIES FOR DIFFUSION MODELS WITH NON-CHEAP PROPORTIONAL REINSURANCE AND BANKRUPTCY VALUE

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2011, 24(5): 892-906 https://doi.org/10.1007/s11424-011-9180-3

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