Optimal time-consistent investment and reinsurance strategies with default risk and delay under Heston's SV model (Q6483752)
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scientific article; zbMATH DE number 7342159
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| English | Optimal time-consistent investment and reinsurance strategies with default risk and delay under Heston's SV model |
scientific article; zbMATH DE number 7342159 |
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Optimal time-consistent investment and reinsurance strategies with default risk and delay under Heston's SV model (English)
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3 May 2021
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0.905082941055298
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0.8978581428527832
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0.8910718560218811
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0.88020259141922
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