Continuous-time optimal reinsurance strategy with nontrivial curved structures

Hui Meng, Pu Liao, Tak Kuen Siu. Continuous-time optimal reinsurance strategy with nontrivial curved structures. Applied Mathematics and Computation, 363, 2019. [doi]

Authors

Hui Meng

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Pu Liao

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Tak Kuen Siu

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