Francisca Angkola

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework
Journal of Industrial and Management Optimization
2019-11-21Paper
Optimal asset portfolio with stochastic volatility under the mean-variance utility with state-dependent risk aversion
Journal of Industrial and Management Optimization
2017-06-14Paper


Research outcomes over time


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