Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition
2017 ◽
Vol 13
(5)
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pp. 0-0
Keyword(s):
2020 ◽
2017 ◽
Vol 36
(6-9)
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pp. 1039-1056
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1975 ◽
Vol 12
(03)
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pp. 600-604
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2020 ◽
Vol 31
(12)
◽
pp. 2050176
2011 ◽
Vol 49
(2)
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pp. 207-215
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Keyword(s):