Optimal investment decision for insurer in a jump-diffusion market

GUO Wen-jing;ZHAO Cheng-guo;YUAN Jian-hui

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (4) : 749-760.

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PDF(547 KB)
Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (4) : 749-760. DOI: 10.12011/1000-6788(2011)4-749
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Optimal investment decision for insurer in a jump-diffusion market

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2011, 31(4): 749-760 https://doi.org/10.12011/1000-6788(2011)4-749

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