Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston’s SV model

By C. A, Zhongfei Li. 2015

66 citations recorded by the source corpus.

Subfields: Demography, Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/8f17eeea6f1141c8fa24cd493be609fe07beb304