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Search completed: MAPA20130014098
Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff
- Peng, Xingchun
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 03/11/2014 Volumen 59 Número 1 - noviembre 2014
- Articles and Chapters
Optimal investment, consumption and proportional reinsurance under model uncertainty
- Peng, Xingchun
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 03/11/2014 Volumen 59 Número 1 - noviembre 2014
- Articles and Chapters
Optimal proportional reinsurance and investment under partial information
- Peng, Xingchun
- En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 02/09/2013 Volumen 53 Número 2 - septiembre 2013
- Articles and Chapters