Stochastic differential investment and reinsurance strategy with ambiguity aversion and delay

BIN Ning, ZHU Huainian

Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (6) : 1439-1453.

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Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (6) : 1439-1453. DOI: 10.12011/SETP2020-0274

Stochastic differential investment and reinsurance strategy with ambiguity aversion and delay

  • BIN Ning1, ZHU Huainian2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2021, 41(6): 1439-1453 https://doi.org/10.12011/SETP2020-0274

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