Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720): Difference between revisions

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-Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / rank @@
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+Zhong-Fei Li
@@ Property / author: Zhong-Fei Li / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2011.09.002
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@@ Property / OpenAlex ID @@
+W1967453651
@@ Property / OpenAlex ID: W1967453651 / rank @@
+Normal rank
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