Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720)

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Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
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    Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (English)
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    10 April 2014
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    investment and reinsurance strategy
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    stochastic volatility
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    time-consistency
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    insurer
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    mean-variance criterion
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