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机译:内部信息影响下具有跳扩散风险过程的最优比例再保险与投资问题
Department of Mathematics, FST, University of Macau, Macau, China;
School of Economics and Commerce, Guangdong University of Technology,Guangzhou 510520, China,Department of Statistics, Hebei University of Technology, Tianjin 300401, China;
Department of Mathematics, Tianjin University, Tianjin 300072, China;
Institute of Business Administration, University of Macau, Macau, China;
Inside information; investment; reinsurance; jump diffusion;
机译:控制变量受限的跳扩散风险模型的最优投资和比例再保险
机译:控制变量受限的跳扩散风险模型的最优投资和比例再保险
机译:CEV模型下的延迟和跳跃扩散风险过程的最佳过度损失再保险和投资问题
机译:跳跃扩散过程下的最佳投资与再保险策略
机译:风险措施下最佳对冲和再保险策略
机译:通过投资和再保险在相关风险模型下最小化Lundberg不等式的破产概率
机译:具有风险约束的最优投资和比例再保险