Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables

Ya Huang, Xiangqun Yang, Jieming Zhou. Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables. J. Computational Applied Mathematics, 296:443-461, 2016. [doi]

Authors

Ya Huang

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Xiangqun Yang

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Jieming Zhou

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