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.

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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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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

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

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