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Article: Optimal reinsurance and investment strategy with two piece utility function
Title | Optimal reinsurance and investment strategy with two piece utility function |
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Authors | |
Keywords | Investment Martingale technique Optimal control Proportional reinsurance Two piece utility function |
Issue Date | 2017 |
Publisher | American Institute of Mathematical Sciences. The Journal's web site is located at https://aimsciences.org/journals/home.jsp?journalID=5 |
Citation | Journal of Industrial and Management Optimization, 2017, v. 13 n. 2, p. 737-755 How to Cite? |
Persistent Identifier | http://hdl.handle.net/10722/245300 |
ISSN | 2023 Impact Factor: 1.2 2023 SCImago Journal Rankings: 0.364 |
ISI Accession Number ID |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Chen, L | - |
dc.contributor.author | Yang, H | - |
dc.date.accessioned | 2017-09-18T02:08:11Z | - |
dc.date.available | 2017-09-18T02:08:11Z | - |
dc.date.issued | 2017 | - |
dc.identifier.citation | Journal of Industrial and Management Optimization, 2017, v. 13 n. 2, p. 737-755 | - |
dc.identifier.issn | 1547-5816 | - |
dc.identifier.uri | http://hdl.handle.net/10722/245300 | - |
dc.language | eng | - |
dc.publisher | American Institute of Mathematical Sciences. The Journal's web site is located at https://aimsciences.org/journals/home.jsp?journalID=5 | - |
dc.relation.ispartof | Journal of Industrial and Management Optimization | - |
dc.rights | Journal of Industrial and Management Optimization. Copyright © American Institute of Mathematical Sciences. | - |
dc.rights | This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Journal of Industrial and Management Optimization following peer review. The definitive publisher-authenticated version Journal of Industrial and Management Optimization, 2017, v. 13 n. 2, p. 737-755 is available online at: http://www.aimsciences.org/journals/displayArticlesnew.jsp?paperID=12816 | - |
dc.subject | Investment | - |
dc.subject | Martingale technique | - |
dc.subject | Optimal control | - |
dc.subject | Proportional reinsurance | - |
dc.subject | Two piece utility function | - |
dc.title | Optimal reinsurance and investment strategy with two piece utility function | - |
dc.type | Article | - |
dc.identifier.email | Yang, H: hlyang@hku.hk | - |
dc.identifier.authority | Yang, H=rp00826 | - |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.3934/jimo.2016044 | - |
dc.identifier.scopus | eid_2-s2.0-85016129211 | - |
dc.identifier.hkuros | 278214 | - |
dc.identifier.volume | 13 | - |
dc.identifier.issue | 2 | - |
dc.identifier.spage | 737 | - |
dc.identifier.epage | 755 | - |
dc.identifier.isi | WOS:000398815200015 | - |
dc.publisher.place | United States | - |
dc.identifier.issnl | 1547-5816 | - |