Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition
- DOI number:10.1007/s00340-021-07608-7
- Affiliation of Author(s):材料与物理学院
- Funded by:国家自然科学基金项目
- First Author:huangchuanfu
- Indexed by:Journal paper
- Volume:卷: 127期: 4
- ISSN No.:0946-2171
- Translation or Not:no
- Date of Publication:2021-04-01