| Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff | |
| Peng, Xingchun; Wei, Linxiao; Hu, Yijun | |
| 刊名 | INSURANCE MATHEMATICS & ECONOMICS
 |
| 2014 | |
| 卷号 | 59 |
| 关键词 | Investment Consumption Reinsurance Backward stochastic differential equation Malliavin calculus |
| ISSN号 | 0167-6687 |
| DOI | 10.1016/j.insmatheco.2014.09.002 |
| 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/4108281 |
| 专题 | 武汉大学 |
| 推荐引用方式 GB/T 7714 | Peng, Xingchun,Wei, Linxiao,Hu, Yijun. Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff[J]. INSURANCE MATHEMATICS & ECONOMICS,2014,59. |
| APA | Peng, Xingchun,Wei, Linxiao,&Hu, Yijun.(2014).Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff.INSURANCE MATHEMATICS & ECONOMICS,59. |
| MLA | Peng, Xingchun,et al."Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff".INSURANCE MATHEMATICS & ECONOMICS 59(2014). |
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