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Communications in Statistics - Theory and Methods Volume 52, 2023 - Issue 15
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Articles

Minimization of ruin probability with joint strategies of investment and reinsurance

Han Yua Department of Statistics, University of Manitoba, Winnipeg, Manitoba, CanadaORCID Iconhttps://orcid.org/0000-0002-2182-6261View further author information
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Yu Zhanga Department of Statistics, University of Manitoba, Winnipeg, Manitoba, CanadaCorrespondence[email protected]
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Xikui Wangb Warren Centre for Actuarial Studies and Research, University of Manitoba, Winnipeg, Manitoba, CanadaView further author information
Pages 5451-5469 | Received 31 Oct 2020, Accepted 18 Nov 2021, Published online: 02 Dec 2021

References

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