Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model (Q2013623)
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scientific article; zbMATH DE number 6758781
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| English | Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model |
scientific article; zbMATH DE number 6758781 |
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Optimal reinsurance and investment problem for an insurer and a reinsurer with jump-diffusion risk process under the Heston model (English)
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8 August 2017
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jump-diffusion risk model
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optimal investment
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Heston model
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stochastic control
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0.9277454614639282
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0.9177254438400269
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0.901126265525818
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0.8917759656906128
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