Optimal investment and reinsurance problem for the insurer's and the reinsurer's interests under default risk

ZHANG Yongtao, ZHAO Hui, RONG Ximin

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (7) : 1721-1734.

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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (7) : 1721-1734. DOI: 10.12011/1000-6788-2019-0488-14

Optimal investment and reinsurance problem for the insurer's and the reinsurer's interests under default risk

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(7): 1721-1734 https://doi.org/10.12011/1000-6788-2019-0488-14

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