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Stochastic asset allocation and reinsurance game under contagious claims

Kob Liu, Guo Liu Orcid Logo, Zhuo Jin, Shuanming Li Orcid Logo, Jiannan Zhang Orcid Logo

Finance Research Letters, Volume: 49, Start page: 103123

Swansea University Author: Kob Liu

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Published in: Finance Research Letters
ISSN: 1544-6123
Published: Elsevier BV 2022
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa62810
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College: Faculty of Science and Engineering
Start Page: 103123