考虑通胀风险与最低绩效保障的损失厌恶型保险公司的最优投资与再保险策略
Optimal Investment and Reinsurance Strategies for Loss-averse Insurer Considering Inflation Risk and Minimum Performance Guarantee
考虑通胀风险与最低绩效保障的损失厌恶型保险公司的最优投资与再保险策略 |
| 季锟鹏,彭幸春 |
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Optimal Investment and Reinsurance Strategies for Loss-averse Insurer Considering Inflation Risk and Minimum Performance Guarantee |
| Kunpeng Ji,Xingchun Peng |
| 图 1 |
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