中国科学院数学与系统科学研究院期刊网
Risk-based Optimal Investment and Proportional Reinsurance of an Insurer with Hidden Regime Switching
Xing-chun PENG, Yi-jun HU
Risk-based Optimal Investment and Proportional Reinsurance of an Insurer with Hidden Regime Switching
Xing-chun PENG, Yi-jun HU
应用数学学报(英文版) . 2016, (3): 755 -770 .  DOI: 10.1007/s10255-016-0602-9