Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework
2020 ◽
Vol 16
(1)
◽
pp. 71-101
2017 ◽
Vol 13
(5)
◽
pp. 0-0
2019 ◽
Vol 97
(3)
◽
pp. 638-655
◽
2019 ◽
Vol 37
(1)
◽
pp. 283-292
◽
2011 ◽
Vol 375
(2)
◽
pp. 510-522
◽
Keyword(s):
2018 ◽
Vol 76
(9)
◽
pp. 2223-2234
◽
Keyword(s):
2020 ◽
Vol 537
◽
pp. 122714
Keyword(s):