欢迎您!
东篱公司
退出
申报数据库
申报指南
立项数据库
成果数据库
期刊论文
会议论文
著 作
专 利
项目获奖数据库
位置:
成果数据库
>
期刊
> 期刊详情页
Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a General Risk Model
ISSN号:1085-3375
期刊名称:Abstract and Applied Analysis
时间:2014
页码:1-15
相关项目:基于反射随机过程理论的注资限制下带利率保险模型优化研究
作者:
Lidong Zhang|Ximin Rong|Ziping Du|
同期刊论文项目
基于反射随机过程理论的注资限制下带利率保险模型优化研究
期刊论文 25
同项目期刊论文
Optimal Investment with Multiple Risky Assets for an Insurer in an Incomplete Market
Optimal reinsurance–investment problem for maximizing the product of the insurer’s and the reinsurer
Optimal excess-of-loss reinsurance and investment problem for an insurer with jump–diffusion risk pr
Time-consistent reinsurance–investment strategy for an insurer and a reinsurer with mean–variance cr
Optimal investment problem with taxes, dividends and transaction costs under the constant elasticity
The complexity and fractal structures of CSI300 before and after the introduction of CSI300IF
Optimal excess-of-loss reinsurance andinvestment problem for an insurer with jump–diffusion risk pro
Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a Dual Risk Model
The optimal investment problem for an insurer and a reinsurer under the constant elasticity of varia
On the first hittingtimes to boundary of the reflected O-U process
Optimal Investment with Multiple Risky Assets for an Insurer in anIncomplete Market
Time-consistent reinsurance–investment strategy for a mean–variance insurer under stochastic interes
Optimal time-consistentinvestment in the dual risk model with diffusion
On the first hitting times to boundary of the reflected O-U process
Optimalreinsurance–investment problem for maximizing the product of the insurer’s andthe reinsurer’s
无终端约束的均值-方差准则下保险公司投资策略
随机利率下保险公司最优保费策略
Time-Consistent Investment Strategy for DC Pension Plan with Stochastic Salary Under CEV Model
Vasicek-Ornstein-Uhlenbeck过程概率性质研究
Heston模型下保险公司与再保险公司的博弈
保险公司和再保险公司的最优投资策略