Work

Optimal investment and reinsurance to reach a bequest goal with random time solvency regulation

Year: 2024

Type: article

Source: International Journal of Control

DOI: 10.1080/00207179.2024.2338909

Authors: Lin Xu, Kun Fan, Minghan Wang, Dingjun Yao

Institutions: Anhui Normal University, East China Normal University, Nanjing University of Finance and Economics

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Humanities and Social Science Fund of Ministry of Education of China

Awards: G403793257, G7542334703

OpenAlex ID: W4394933170

FWCI: 0.308

Cites: 41

Cited by: 1

Related to: 10