Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
Zhongfei Li; Yan Zeng, Yongzeng Lai
| Year of publication: |
2012
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|---|---|
| Authors: | Li, Zhongfei ; Zeng, Yan ; Lai, Yongzeng |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 1, p. 191-203
|
| Subject: | Theorie | Theory | Rückversicherung | Reinsurance | Versicherung | Insurance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009558139