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Article: Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence

TitleOptimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Authors
Issue Date2016
Citation
Methematical Methods of Operations Research, 2016 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/226418

 

DC FieldValueLanguage
dc.contributor.authorLiang, Z-
dc.contributor.authorBi, J-
dc.contributor.authorYuen, KC-
dc.contributor.authorZhang, C-
dc.date.accessioned2016-06-17T07:44:03Z-
dc.date.available2016-06-17T07:44:03Z-
dc.date.issued2016-
dc.identifier.citationMethematical Methods of Operations Research, 2016-
dc.identifier.urihttp://hdl.handle.net/10722/226418-
dc.languageeng-
dc.relation.ispartofMethematical Methods of Operations Research-
dc.titleOptimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence-
dc.typeArticle-
dc.identifier.emailYuen, KC: kcyuen@hku.hk-
dc.identifier.authorityYuen, KC=rp00836-
dc.identifier.doi10.1007/s00186-016-0538-0-
dc.identifier.hkuros258679-

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