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]
@article{BeiWWWM23,
title = {Optimal Reinsurance-Investment Strategy Based on Stochastic Volatility and the Stochastic Interest Rate Model},
author = {Honghan Bei and Qian Wang and Yajie Wang and WenYang Wang and Roberto Murcio},
year = {2023},
month = {August},
doi = {10.3390/axioms12080736},
url = {https://doi.org/10.3390/axioms12080736},
researchr = {https://researchr.org/publication/BeiWWWM23},
cites = {0},
citedby = {0},
journal = {Axioms},
volume = {12},
number = {8},
pages = {736},
}