MiniMax Martingale Method for Optimal Investment-reinsurance Problem in a General Insurance Company Risk Model

ZHOU ZiJian, CHEN Xu

Acta Mathematicae Applicatae Sinica ›› 2021, Vol. 44 ›› Issue (3) : 407-417.

PDF(345 KB)
中国科学院数学与系统科学研究院期刊网
PDF(345 KB)
Acta Mathematicae Applicatae Sinica ›› 2021, Vol. 44 ›› Issue (3) : 407-417. DOI: 10.12387/C2021029

MiniMax Martingale Method for Optimal Investment-reinsurance Problem in a General Insurance Company Risk Model

  • ZHOU ZiJian, CHEN Xu
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2021, 44(3): 407-417 https://doi.org/10.12387/C2021029

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(345 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉