基于Ornstein-Uhlenbeck过程下具有两个再保险公司的比例再保险与投资

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黄玲,刘海燕,陈密

Proportional Reinsurance and Investment Based on the Ornstein-Uhlenbeck Process in the Presence of Two Reinsurers

Huang,Haiyan Liu,Mi Chen

表1 指数分布参数

$\lambda_2$

对自留比例

$q_t^*$

的影响