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赵慧

  • 教师名称:赵慧
  • 教师拼音名称:Zhao Hui
  • 出生日期:1984-01-29
  • 性别:
  • 学科:Mathematical Finance
  • 职称:副教授

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Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk

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发表刊物:Insurance: Mathematics& Economics

合写作者:Danping Li, XiminRong, Hui Zhao

第一作者:Danping Li

论文类型:Unit Twenty Basic Research

通讯作者:Hui Zhao

卷号:64

期号:3

页面范围:28-44

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CN号:null

上一条:Stochastic differential game formulation on the reinsurance and investment problem 下一条:On the constant elasticity of variance model for the utility maximization problem with multiple risky assets

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