Robust optimal investment and reinsurance problem for a general insurance company under Heston model

Ya Huang, Xiangqun Yang, Jieming Zhou. Robust optimal investment and reinsurance problem for a general insurance company under Heston model. Math. Meth. of OR, 85(2):305-326, 2017. [doi]

Authors

Ya Huang

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Xiangqun Yang

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Jieming Zhou

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