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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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Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model

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发表刊物:Insurance: Mathematics and Economics

合写作者:Hui Zhao, Ximin Rong, Yonggan Zhao

第一作者:Hui Zhao

论文类型:Unit Twenty Basic Research

通讯作者:Hui Zhao

卷号:53

期号:3

页面范围:504-514

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CN号:null

上一条:Portfolio selection problem with multiple risky assets under the constant elasticity of variance model 下一条:Stochastic differential game formulation on the reinsurance and investment problem

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