Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
| Year of publication: |
2012
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|---|---|
| Authors: | Li, Zhongfei ; Zeng, Yan ; Lai, Yongzeng |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 51.2012, 1, p. 191-204
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