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	Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
	Lin, Xiang*; Zhang, Chunhong; Siu, Tak Kuen
刊名	Mathematical Methods of Operations Research
	2012
卷号	75期号:1页码:83-100
关键词	Jump-diffusion risk process Diffusion approximation Optimal portfolio Utility maximization Stochastic differential game Leader-follower games Stochastic linear-quadratic control approach 91A15 91A40 91B28
ISSN号	1432-2994
DOI	10.1007/s00186-011-0376-z
URL标识	查看原文
WOS记录号	WOS:000299087300004;EI:20122315100958
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/3318135
专题	中南大学
作者单位	1.[Lin, Xiang 2.Zhang, Chunhong] Cent S Univ, Sch Math Sci & Comp Technol, Changsha 410075, Hunan, Peoples R China.
推荐引用方式 GB/T 7714	Lin, Xiang*,Zhang, Chunhong,Siu, Tak Kuen. Stochastic differential portfolio games for an insurer in a jump-diffusion risk process[J]. Mathematical Methods of Operations Research,2012,75(1):83-100.
APA	Lin, Xiang*,Zhang, Chunhong,&Siu, Tak Kuen.(2012).Stochastic differential portfolio games for an insurer in a jump-diffusion risk process.Mathematical Methods of Operations Research,75(1),83-100.
MLA	Lin, Xiang*,et al."Stochastic differential portfolio games for an insurer in a jump-diffusion risk process".Mathematical Methods of Operations Research 75.1(2012):83-100.

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