Optimal investment and reinsurance strategies under 4/2 stochastic volatility model (Q6156011)
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scientific article; zbMATH DE number 7693564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal investment and reinsurance strategies under 4/2 stochastic volatility model |
scientific article; zbMATH DE number 7693564 |
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Optimal investment and reinsurance strategies under 4/2 stochastic volatility model (English)
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9 June 2023
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reinsurance
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parabolic partial differential equation
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4/2 stochastic volatility model
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parametrix method
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Lie symmetries
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mean-variance optimization
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