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

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

图 2 $\beta_1$ 对最优投资策略 $q_t^*$的影响