RAIRO - Operations Research

Optimal reinsurance and investment with a common shock and a random exit time

Zhiping Chen, Peng Yang and Yujie Gan

RAIRO-Oper. Res., 57 2 (2023) 881-903

Published online: 28 April 2023

DOI: 10.1051/ro/2023036

Zhiping Chen

Peng Yang

Yujie Gan

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