OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE IN THE SPARRE ANDERSEN MODEL

Zhibin LIANG , Junyi GUO

Journal of Systems Science & Complexity ›› 2012, Vol. 25 ›› Issue (5) : 925-941.

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Journal of Systems Science & Complexity ›› 2012, Vol. 25 ›› Issue (5) : 925-941. DOI: 10.1007/s11424-012-0058-9
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OPTIMAL INVESTMENT AND PROPORTIONAL REINSURANCE IN THE SPARRE ANDERSEN MODEL

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2012, 25(5): 925-941 https://doi.org/10.1007/s11424-012-0058-9

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