OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET

Publisher： Cambridge University Press

E-ISSN： 1446-8735|57|3|352-368

ISSN： 1446-1811

Source： ANZIAM Journal, Vol.57, Iss.3, 2016-01, pp. : 352-368

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