| Optimal proportional reinsurance and investment under partial information | |
| Peng, Xingchun; Hu, Yijun | |
| 刊名 | INSURANCE MATHEMATICS & ECONOMICS
 |
| 2013 | |
| 卷号 | 53期号:2 |
| 关键词 | Reinsurance Portfolio Partial information Malliavin calculus |
| ISSN号 | 0167-6687 |
| DOI | 10.1016/j.insmatheco.2013.07.004 |
| URL标识 | 查看原文 |
| 收录类别 | SCIE ; SSCI |
| 语种 | 英语 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/4088637 |
| 专题 | 武汉大学 |
| 推荐引用方式 GB/T 7714 | Peng, Xingchun,Hu, Yijun. Optimal proportional reinsurance and investment under partial information[J]. INSURANCE MATHEMATICS & ECONOMICS,2013,53(2). |
| APA | Peng, Xingchun,&Hu, Yijun.(2013).Optimal proportional reinsurance and investment under partial information.INSURANCE MATHEMATICS & ECONOMICS,53(2). |
| MLA | Peng, Xingchun,et al."Optimal proportional reinsurance and investment under partial information".INSURANCE MATHEMATICS & ECONOMICS 53.2(2013). |
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