Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilitiesYa Huang, Yao Ouyang, Lingxiao Tang, Jieming Zhou. jcam, 344:532-552, 2018. [doi]
The following publications are possibly variants of this publication: