S型效用下比例再保险的最优投资策略

孙庆雅, 荣喜民, 赵慧

Optimal proportional reinsurance and investment problem for insurers with loss aversion

SUN Qingya, RONG Ximin, ZHAO Hui

系统工程理论与实践 . 2020, (2): 284 -297 . DOI: 10.12011/1000-6788-2018-1484-14