Optimal Investment and Proportional Reinsurance Strategies in the 4/2-CIR Hybrid Model

YU Qing, LIU Haiyan, CHEN Mi

Acta Mathematicae Applicatae Sinica ›› 2026, Vol. 49 ›› Issue (3) : 637-650.

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Acta Mathematicae Applicatae Sinica ›› 2026, Vol. 49 ›› Issue (3) : 637-650. DOI: 10.20142/j.cnki.amas.202501003

Optimal Investment and Proportional Reinsurance Strategies in the 4/2-CIR Hybrid Model

  • YU Qing, LIU Haiyan, CHEN Mi
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2026, 49(3): 637-650 https://doi.org/10.20142/j.cnki.amas.202501003

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