随机利率与随机波动率模型下保险公司的均衡再保险-投资策略
李丹萍, 林玉容, 曾燕
Equilibrium Reinsurance-Investment Strategy for Insurers under Stochastic Interest Rate and Stochastic Volatility Models
Danping LI, Yurong LIN, Yan ZENG
计量经济学报
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2021, (4): 904
-920
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DOI: 10.12012/CJoE2020-0016
