Citations refer to the original publication, not to a Scieee localized version.
Guerdouh, D., Khelfallah, N., & Vives, J. (2022). Optimal control strategies for the premium policy of an insurance firm with jump diffusion assets and stochastic interest rate. Basel: MDPI,Basel: MDPI. https://doi.org/10.3390/jrfm15030143
Guerdouh, Dalila, et al. Optimal control strategies for the premium policy of an insurance firm with jump diffusion assets and stochastic interest rate. Basel: MDPI,Basel: MDPI, 2022. https://doi.org/10.3390/jrfm15030143.
Guerdouh, Dalila, Nabil Khelfallah, and Josep Vives. Optimal control strategies for the premium policy of an insurance firm with jump diffusion assets and stochastic interest rate. Basel: MDPI,Basel: MDPI, 2022. https://doi.org/10.3390/jrfm15030143.
Guerdouh, D., Khelfallah, N. and Vives, J. (2022) Optimal control strategies for the premium policy of an insurance firm with jump diffusion assets and stochastic interest rate. Basel: MDPI,Basel: MDPI. Available at: https://doi.org/10.3390/jrfm15030143.
D. Guerdouh, N. Khelfallah, and J. Vives, “Optimal control strategies for the premium policy of an insurance firm with jump diffusion assets and stochastic interest rate,” Basel: MDPI,Basel: MDPI, 2022, doi: 10.3390/jrfm15030143.
@misc{guerdouh2022optimal,
author = {Guerdouh, Dalila and Khelfallah, Nabil and Vives, Josep},
title = {Optimal control strategies for the premium policy of an insurance firm with jump diffusion assets and stochastic interest rate},
year = {2022},
publisher = {Basel: MDPI,Basel: MDPI},
doi = {10.3390/jrfm15030143},
url = {https://doi.org/10.3390/jrfm15030143}
}
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