复合Poisson-Geometric风险过程下最优再保险-投资组合选择

杨鹏, 林祥, 王献锋

Under Compound Poisson-Geometric Risk Process Optimal Reinsurance-investment Portfolio Selection

YANG Peng, LIN Xiang, WANG Xianfeng

应用数学学报 . 2015, (1): 174 -182 . DOI: 10.12387/C2015016