Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff | |
Peng, Xingchun; Wei, Linxiao; Hu, Yijun | |
刊名 | INSURANCE MATHEMATICS & ECONOMICS
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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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