Language
中文
Mobile

Zhao Hui

School

School of Mathematics

Professional Title

Associate professor

Discipline

Mathematical Finance

Other Contact Information

Selected Papers

Current position: Personal Profile > Academic Achievements > Selected Papers

Stochastic differential game formulation on the reinsurance and investment problem

Hits:

Journal:International Journal of Control

All the Authors:Danping Li, XiminRong, Hui Zhao

First Author:Danping Li

Indexed by:Unit Twenty Basic Research

Correspondence Author:Hui Zhao

Volume:88

Issue:9

Page Number:1861-1877

Translation or Not:no

CN No.:null

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

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

Address: No. 92, Weijin Road, Nankai District, Tianjin Zip Code: 300072

Click: / The Last Update Time:--