Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables. | |
Huang, Ya; Yang, Xiangqun; Zhou, Jieming | |
刊名 | J. Comput. Appl. Math.
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2016 | |
卷号 | Vol.296页码:443-461 |
ISSN号 | 0377-0427 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/6066336 |
专题 | 湖南大学 |
作者单位 | 1.College of Business Administration, Hunan University, Changsha 2.410082, China 3.College of Mathematics and Computer Science, Key Lab. of High Perf. Comp. and Stochastic Information Processing Ministry of Education of China, Hunan Normal University, |
推荐引用方式 GB/T 7714 | Huang, Ya,Yang, Xiangqun,Zhou, Jieming. Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables.[J]. J. Comput. Appl. Math.,2016,Vol.296:443-461. |
APA | Huang, Ya,Yang, Xiangqun,&Zhou, Jieming.(2016).Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables..J. Comput. Appl. Math.,Vol.296,443-461. |
MLA | Huang, Ya,et al."Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables.".J. Comput. Appl. Math. Vol.296(2016):443-461. |
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