Optimal Reinsurance And Investment Problem For An Insurer With Counterparty Risk

Link

http://www.sciencedirect.com/science/article/pii/S0167668715000141

Volume

61

Page

242-254

Number

March

Year

2015

Categories

Reinsurance

Publications

Insurance: Mathematics and Economics

Authors

Zhu, H., Deng, C., Yue, S., & Deng, Y.

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