2024-03-29T13:10:23Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6439985
2015-05-26T12:37:23Z
91
Pun, Chi Seng; Wong, Hoi Ying
2015
6439985
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/06439985
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Insur. Math. Econ. 62, 245-256 (2015).
91B30; 91B70
Robust investment-reinsurance optimization with multiscale stochastic volatility
j