Paper Publications
Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition
- DOI number:10.1002/dug2.12104
- Affiliation of Author(s):力学与土木工程学院
- Funded by:国家自然科学基金项目
- First Author:Jianguo Wang
- Co-author:Xie, Heping,Leung, Chunfai,lixiaozhao
- Indexed by:Journal paper
- Document Code:5b5bb29490bf8e070191259fb17e3b28
- Volume:v 3,n 2,p129-130
- ISSN No.:20970668
- Translation or Not:no
- Date of Publication:2024-06-01