Optimal Reinsurance-Investment Strategy Based on Stochastic Volatility and the Stochastic Interest Rate Model

Honghan Bei, Qian Wang, Yajie Wang, WenYang Wang, Roberto Murcio. Optimal Reinsurance-Investment Strategy Based on Stochastic Volatility and the Stochastic Interest Rate Model. Axioms, 12(8):736, August 2023. [doi]

Abstract

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