"Optimal mean-variance investment and reinsurance problem for an insurer ..."

Zhongyang Sun, Junyi Guo (2018)

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DOI: 10.1007/S00186-017-0628-7

access: closed

type: Journal Article

metadata version: 2020-03-03

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Zhongyang Sun, Junyi Guo:
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility. Math. Methods Oper. Res. 88(1): 59-79 (2018)

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