Robust optimal investment and reinsurance problem for the product of the insurer’s and the reinsurer’s utilities
Authors:
- Ya HuangYHYa Huang
- Yao OuyangYOYao Ouyang
- Lingxiao TangLTLingxiao Tang
- Jieming ZhouJZJieming Zhou
- 1 December 2018
- journal article
- research article
- Published by Elsevier in Journal of Computational and Applied Mathematics
- Vol. 344, 532-552
Abstract
No abstract availableKeywords
Funding Information
- National Natural Science Foundation of China (11601147, 11671132, 71701068)
- Natural Science Foundation of Hainan Province (2017JJ3206, 2018JJ3360)
- Scientific Research Fund of Hunan Provincial Education Department, China (16C0953, 17C1001, 17K057)
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