Publication | Closed Access
Optimal mean–variance investment and reinsurance problem for an insurer with stochastic volatility
35
Citations
19
References
2018
Year
Portfolio OptimizationEngineeringAsset PricingOptimal Mean–variance InvestmentReinsurance ProblemManagementStochastic VolatilityInsuranceFinanceRisk-averse OptimizationFinancial Mathematics
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