Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk
Work
Year: 2016
Type: article
Authors Zhongyang Sun, Xiaoxiao Zheng, Xin Zhang
Institutions Sun Yat-sen University, Southeast University
Cites: 29
Cited by: 60
Related to: 10
FWCI: 9.341
Citation percentile (by year/subfield): 92.9
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed