Work

Optimal reinsurance and dividend for a diffusion model with capital injection: Variance premium principle

Year: 2011

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2011.09.007

Authors: Ming Zhou, Kam C. Yuen

Institutions: Central University of Finance and Economics, University of Hong Kong

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1969952045

FWCI: 4.344

Cites: 31

Cited by: 69

Related to: 10