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Equilibrium reinsurance and investment strategies for insurers with random risk aversion under Heston's SV model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kang, Jian-hao, Gou, Zhun, Huang, Nan-jing
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
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