Optimal dynamic reinsurance with common shock dependence and state-dependent risk aversion
Zhang, Caibin, Liang, Zhibin, Yuen, Kam ChuenLangue:
english
Journal:
International Journal of Financial Engineering
DOI:
10.1142/S242478631950004X
Date:
March, 2019
Fichier:
PDF, 567 KB
english, 2019