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	Mean-variance problem for an insurer with default risk under a jump-diffusion risk model.
	Wang, Suxin; Rong, Ximin; Zhao, Hui
刊名	Communications in Statistics: Theory & Methods
	2019
卷号	Vol.48 No.17页码:4221-4249
关键词	Defaultable bond Hamilton-Jacobi-Bellman equation investment and reinsurance mean-variance criterion viscosity solution
ISSN号	0361-0926
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2903636
专题	天津大学
作者单位	1 School of Mathematics, Tianjin University, Tianjin, China 2 Center for Applied Mathematics, Tianjin University, Tianjin, China
推荐引用方式 GB/T 7714	Wang, Suxin,Rong, Ximin,Zhao, Hui. Mean-variance problem for an insurer with default risk under a jump-diffusion risk model.[J]. Communications in Statistics: Theory & Methods,2019,Vol.48 No.17:4221-4249.
APA	Wang, Suxin,Rong, Ximin,&Zhao, Hui.(2019).Mean-variance problem for an insurer with default risk under a jump-diffusion risk model..Communications in Statistics: Theory & Methods,Vol.48 No.17,4221-4249.
MLA	Wang, Suxin,et al."Mean-variance problem for an insurer with default risk under a jump-diffusion risk model.".Communications in Statistics: Theory & Methods Vol.48 No.17(2019):4221-4249.

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