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"Optimal risk control policies for diffusion models with non-cheap ..."

Ming-Hua Wu, Rong Wu, Aimin Zhou (2011)

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DOI: 10.1007/S11424-011-9180-3

access: closed

type: Journal Article

metadata version: 2020-06-08

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Ming-Hua Wu, Rong Wu, Aimin Zhou:
Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value. J. Syst. Sci. Complex. 24(5): 892-906 (2011)

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