Chen, S., Li, Z., & Li, K. (2010). Optimal investment–reinsurance policy for an insurance company with VaR constraint. Insurance, mathematics & economics, 47(2), 144-153. https://doi.org/10.1016/j.insmatheco.2010.06.002
Chicago Style (17th ed.) CitationChen, Shumin, Zhongfei Li, and Kemian Li. "Optimal Investment–reinsurance Policy for an Insurance Company with VaR Constraint." Insurance, Mathematics & Economics 47, no. 2 (2010): 144-153. https://doi.org/10.1016/j.insmatheco.2010.06.002.
MLA (9th ed.) CitationChen, Shumin, et al. "Optimal Investment–reinsurance Policy for an Insurance Company with VaR Constraint." Insurance, Mathematics & Economics, vol. 47, no. 2, 2010, pp. 144-153, https://doi.org/10.1016/j.insmatheco.2010.06.002.
Warning: These citations may not always be 100% accurate.