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]
@article{HuangYZ17-1,
title = {Robust optimal investment and reinsurance problem for a general insurance company under Heston model},
author = {Ya Huang and Xiangqun Yang and Jieming Zhou},
year = {2017},
doi = {10.1007/s00186-017-0570-8},
url = {https://doi.org/10.1007/s00186-017-0570-8},
researchr = {https://researchr.org/publication/HuangYZ17-1},
cites = {0},
citedby = {0},
journal = {Math. Meth. of OR},
volume = {85},
number = {2},
pages = {305-326},
}