Optimal mean–variance investment and reinsurance problem for an insurer with stochastic volatility
Crossref DOI link: https://doi.org/10.1007/s00186-017-0628-7
Published Online: 2018-01-10
Published Print: 2018-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sun, Zhongyang
Guo, Junyi
Funding for this research was provided by:
National Natural Science Foundation of China (11571189, 11701087)
China Postdoctoral Science Foundation (2017M612787)
License valid from 2018-01-10