Publication:2993975
From MaRDI portal
DOI10.3969/j.issn.1005-3085.2016.01.001zbMath1349.91258MaRDI QIDQ2993975
Hui Zhao, Suxin Wang, Xi-Min Rong
Publication date: 10 August 2016
proportional reinsurance; Heston model; exponential utility function; optimal investment for reinsurer
91B70: Stochastic models in economics
91A15: Stochastic games, stochastic differential games
91G10: Portfolio theory