OPTIMAL REINSURANCE AND INVESTMENT STRATEGY WITH TWO PIECE UTILITY FUNCTION

Lv Chen, Hailiang Yang

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)

Fingerprint

Dive into the research topics of 'OPTIMAL REINSURANCE AND INVESTMENT STRATEGY WITH TWO PIECE UTILITY FUNCTION'. Together they form a unique fingerprint.

Computer Science

Economics, Econometrics and Finance