Time-consistent reinsurance–investment strategy for a mean–variance insurer under stochastic interest rate model and inflation risk
2015 ◽
Vol 64
◽
pp. 28-44
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Keyword(s):
2015 ◽
Vol 70
(8)
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pp. 1757-1771
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Keyword(s):
2016 ◽
Vol 46
(11)
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pp. 5292-5310
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Keyword(s):
2021 ◽
Vol 64
(0)
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pp. 46-70
Keyword(s):
The pricing of credit risky securities under stochastic interest rate model with default correlation
2013 ◽
Vol 58
(6)
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pp. 703-727
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Keyword(s):
2017 ◽
Vol 12
(5)
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pp. 1113-1130
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Keyword(s):
2017 ◽
Vol 1
(5)
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pp. 196-203
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Keyword(s):
2019 ◽
Keyword(s):