Necessary Conditions of the Optimal Multi-Period ProportionalReinsurance Strategy

LI Zhongfei CONG Jianfa

Journal of System Science and Mathematical Science Chinese Series ›› 2008, Vol. 28 ›› Issue (11) : 1354-1362.

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PDF(376 KB)
Journal of System Science and Mathematical Science Chinese Series ›› 2008, Vol. 28 ›› Issue (11) : 1354-1362. DOI: 10.12341/jssms10140
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Necessary Conditions of the Optimal Multi-Period ProportionalReinsurance Strategy

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2008, 28(11): 1354-1362 https://doi.org/10.12341/jssms10140

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