Optimal proportional reinsurance and investment for stochastic factor models
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Publication:2421393
DOI10.1016/j.insmatheco.2019.03.006zbMath1410.91257arXiv1806.01223OpenAlexW2807669960WikidataQ128140495 ScholiaQ128140495MaRDI QIDQ2421393
Matteo Brachetta, Claudia Ceci
Publication date: 17 June 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.01223
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