Optimal proportional reinsurance and investment problem for insurers with loss aversion

SUN Qingya, RONG Ximin, ZHAO Hui

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (2) : 284-297.

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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (2) : 284-297. DOI: 10.12011/1000-6788-2018-1484-14

Optimal proportional reinsurance and investment problem for insurers with loss aversion

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(2): 284-297 https://doi.org/10.12011/1000-6788-2018-1484-14

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