Optimal reinsurance-investment with loss aversion under rough Heston model

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Publication:6101023

DOI10.1080/14697688.2022.2140308zbMath1519.91216MaRDI QIDQ6101023

Jingtang Ma, Zhengyang Lu, Dengsheng Chen

Publication date: 20 June 2023

Published in: Quantitative Finance (Search for Journal in Brave)






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