The Optimal Strategy of Reinsurance-Investment Problem for an Insurer with Dynamic Income Under Stochastic Interest Rate

Delei SHENG

Journal of Systems Science and Information ›› 2016, Vol. 4 ›› Issue (3) : 244-257.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Information ›› 2016, Vol. 4 ›› Issue (3) : 244-257. DOI: 10.21078/JSSI-2016-244-14
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The Optimal Strategy of Reinsurance-Investment Problem for an Insurer with Dynamic Income Under Stochastic Interest Rate

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Information, 2016, 4(3): 244-257 https://doi.org/10.21078/JSSI-2016-244-14

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