Optimal investment and reinsurance on survival and growth problems for the risk model with common shock dependence

Shida Duan, Zhibin Liang. Optimal investment and reinsurance on survival and growth problems for the risk model with common shock dependence. RAIRO - Operations Research, 56(5):3611-3634, September 2022. [doi]

Authors

Shida Duan

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Zhibin Liang

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