Chao Deng, Wenlong Bian, Baiyi Wu. Optimal reinsurance and investment problem with default risk and bounded memory. Int. J. Control, 93(12):2982-2994, 2020. [doi]
@article{DengBW20,
title = {Optimal reinsurance and investment problem with default risk and bounded memory},
author = {Chao Deng and Wenlong Bian and Baiyi Wu},
year = {2020},
doi = {10.1080/00207179.2019.1573320},
url = {https://doi.org/10.1080/00207179.2019.1573320},
researchr = {https://researchr.org/publication/DengBW20},
cites = {0},
citedby = {0},
journal = {Int. J. Control},
volume = {93},
number = {12},
pages = {2982-2994},
}