APA (7th ed.) Citation

Shen, W., & Yin, J. (2022). Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market. Methodology and computing in applied probability, 24(4), 2913-2931. https://doi.org/10.1007/s11009-022-09964-z

Chicago Style (17th ed.) Citation

Shen, Weiwei, and Juliang Yin. "Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market." Methodology and Computing in Applied Probability 24, no. 4 (2022): 2913-2931. https://doi.org/10.1007/s11009-022-09964-z.

MLA (9th ed.) Citation

Shen, Weiwei, and Juliang Yin. "Optimal Investment and Risk Control Strategies for an Insurer Subject to a Stochastic Economic Factor in a Lévy Market." Methodology and Computing in Applied Probability, vol. 24, no. 4, 2022, pp. 2913-2931, https://doi.org/10.1007/s11009-022-09964-z.