变利率下基于SV模型的最优再保险-投资研究

夏登峰, 苑伟杰, 费为银

Optimal Reinsurance and Investment Based on SV Model under Variable Interest Rate

XIA Dengfeng, YUAN Weijie, FEI Weiyin

运筹与管理 . 2023, (6): 199 -204 . DOI: 10.12005/orms.2023.0203