中国科学院数学与系统科学研究院期刊网
Optimal Time-consistent Investment and Reinsurance Strategy for Mean-variance Insurers Under the Inside Information
Jing CAO, Xing-chun PENG, Yi-jun HU
Optimal Time-consistent Investment and Reinsurance Strategy for Mean-variance Insurers Under the Inside Information
Jing CAO, Xing-chun PENG, Yi-jun HU
应用数学学报(英文版) . 2016, (4): 1087 -1100 .  DOI: 10.1007/s10255-016-0629-y