Work

Robust optimal reinsurance and investment strategy for an insurer and a reinsurer with default risks and jumps

Year: 2024

Type: article

Source: Communication in Statistics- Theory and Methods

DOI: 10.1080/03610926.2024.2387835

Authors: Qiang Zhang, Weiwei Wang, Qianqian Cui

Institutions: Ningxia University, Nanjing Forestry University

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funder: Natural Science Foundation of Ningxia Province

Award: G5349290228

OpenAlex ID: W4401786173

FWCI:

Cites: 38

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Related to: 10