Equilibrium Reinsurance-Investment Strategy for Insurers under Stochastic Interest Rate and Stochastic Volatility Models

Danping LI, Yurong LIN, Yan ZENG

China Journal of Econometrics ›› 2021, Vol. 1 ›› Issue (4) : 904-920.

PDF(874 KB)
中国科学院数学与系统科学研究院期刊网
CJE
PDF(874 KB)
China Journal of Econometrics ›› 2021, Vol. 1 ›› Issue (4) : 904-920. DOI: 10.12012/CJoE2020-0016

Equilibrium Reinsurance-Investment Strategy for Insurers under Stochastic Interest Rate and Stochastic Volatility Models

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2021, 1(4): 904-920 https://doi.org/10.12012/CJoE2020-0016

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(874 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉