The Optimal Investment and Re-Guarantee Purchase of China’s Financing Guarantee Institutions Considering Risk Preference
Financing guarantee institutions achieve capital preservation and appreciation through investment, and diversify business risks by purchasing re-guarantee. In order to study the optimal investment and re-guarantee purchase strategies of financing guarantee institutions, the geometric Brownian motion...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2022-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9846985/ |