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Not all demand oil shocks are alike : disentangling demand oil shocks in the crude oil market
Li, Zhuo
;
Zhao, Hui
- In:
Journal of Chinese economic and foreign trade studies
4
(
2011
)
1
,
pp. 28-44
Persistent link: https://www.econbiz.de/10008989336
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Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model
Zhao, Hui
;
Rong, Ximin
;
Zhao, Yonggan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 504-514
Persistent link: https://www.econbiz.de/10010227974
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A class of nonzero-sum investment and reinsurance games subject to systematic risks
Siu, Chi Chung
;
Yam, Sheung Chi Phillip
;
Yang, Hailiang
; …
- In:
Scandinavian actuarial journal
(
2017
)
8
,
pp. 670-707
Persistent link: https://www.econbiz.de/10011848596
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