Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
Zhongfei Li, Yan Zeng, Yongzeng LaiVolume:
51
Year:
2012
Language:
english
Pages:
13
DOI:
10.1016/j.insmatheco.2011.09.002
File:
PDF, 802 KB
english, 2012