Equilibrium reinsurance and investment strategies for insurers with random risk aversion under Heston's SV model
Release time:2026-01-13
Hits:
- Journal:
- Mathematics and Computers in Simulation
- First Author:
- 康剑豪
- Co-author:
- 苟准
- Indexed by:
- SCI
- Correspondence Author:
- 黄南京
- Volume:
- 242
- Issue:
- 343–365
- Translation or Not:
- no
- Date of Publication:
- 2026-01-13
- Included Journals:
- SCI