中国科学院数学与系统科学研究院期刊网
On Optimal Proportional Reinsurance and Investment in a Hidden Markov Financial Market
Qing-bin MENG, Xin ZHANG, Jun-na BI
Acta Mathematicae Applicatae Sinica(English Series) . 2017, (1): 53 -62 .  DOI: 10.1007/s10255-017-0634-9