"Robust optimal investment and reinsurance problem for a general insurance ..."

Ya Huang, Xiangqun Yang, Jieming Zhou (2017)

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DOI: 10.1007/S00186-017-0570-8

access: closed

type: Journal Article

metadata version: 2020-03-03

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Ya Huang, Xiangqun Yang, Jieming Zhou:
Robust optimal investment and reinsurance problem for a general insurance company under Heston model. Math. Methods Oper. Res. 85(2): 305-326 (2017)

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