基于Heston模型下考虑再保险公司利益的最优再保险-投资策略
李松林, 夏登峰, 吴雨莲
Optimal Reinsurance-investment Strategy Considering the Interests of Reinsurers
Based on the Heston Model
LI Song-lin, XIA Deng-feng, WU Yu-lian
巢湖学院学报
.
2023, (3): 27
-36
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DOI: 10.12152/j.issn.1672-2868.2023.03.004
