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Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market

Authors :
Weiwei Shen
Juliang Yin
Source :
Methodology and Computing in Applied Probability. 24:2913-2931
Publication Year :
2022
Publisher :
Springer Science and Business Media LLC, 2022.

Details

ISSN :
15737713 and 13875841
Volume :
24
Database :
OpenAIRE
Journal :
Methodology and Computing in Applied Probability
Accession number :
edsair.doi...........96c60c9125462c25c85af9fa13881c01
Full Text :
https://doi.org/10.1007/s11009-022-09964-z