Journal article 325 views
Stochastic asset allocation and reinsurance game under contagious claims
Kob Liu,
Guo Liu 
,
Zhuo Jin,
Shuanming Li ,
Jiannan Zhang
,
Zhuo Jin,
Shuanming Li ,
Jiannan Zhang
Finance Research Letters, Volume: 49, Start page: 103123
Swansea University Author: Kob Liu
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1016/j.frl.2022.103123
Abstract
Stochastic asset allocation and reinsurance game under contagious claims
| Published in: | Finance Research Letters |
|---|---|
| ISSN: | 1544-6123 |
| Published: |
Elsevier BV
2022
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| Online Access: |
Check full text
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa62810 |
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| College: |
Faculty of Science and Engineering |
|---|---|
| Start Page: |
103123 |