Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model

Yan Zhang, Peibiao Zhao, Bingyu Kou. Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model. J. Computational Applied Mathematics, 382:113082, 2021. [doi]

Authors

Yan Zhang

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Peibiao Zhao

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Bingyu Kou

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