Robust optimal investment and reinsurance problem for a general insurance company under Heston model
Crossref DOI link: https://doi.org/10.1007/s00186-017-0570-8
Published Online: 2017-02-11
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Huang, Ya
Yang, Xiangqun
Zhou, Jieming
Funding for this research was provided by:
National Natural Science Foundation of China (CN) (11171101)
License valid from 2017-02-11