scientific article; zbMATH DE number 7267279

zbMath1463.91117MaRDI QIDQ5128191

Gaoqin Nie, Hao Chang

Publication date: 27 October 2020

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

proportional reinsuranceHeston stochastic volatility modelexponential utilityVasicek interest rate model

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Actuarial mathematics (91G05)

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