Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (Q2196052)
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English | Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model |
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Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model (English)
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28 August 2020
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excess-of-loss reinsurance
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dependent
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Heston model
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Legendre transform
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