Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Optimal reinsurance-investment with loss aversion under rough Heston model - MaRDI portal

Optimal reinsurance-investment with loss aversion under rough Heston model

From MaRDI portal
Publication:6101023

DOI10.1080/14697688.2022.2140308zbMath1519.91216MaRDI QIDQ6101023

Jingtang Ma, Zhengyang Lu, Dengsheng Chen

Publication date: 20 June 2023

Published in: Quantitative Finance (Search for Journal in Brave)






Cites Work


This page was built for publication: Optimal reinsurance-investment with loss aversion under rough Heston model