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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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Stochastic differential game formulation on the reinsurance and investment problem

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发表刊物:International Journal of Control

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:88

期号:9

页面范围:1861-1877

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CN号:null

上一条:Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model 下一条:Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk

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