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Optimal Reinsurance-Investment Strategy Based on Stochastic Volatility and the Stochastic Interest Rate Model.

Honghan BeiQian WangYajie WangWenyang WangRoberto Murcio
Published in: Axioms (2023)
Keyphrases
  • stochastic model
  • probabilistic model
  • stochastic dynamic programming
  • management system
  • feature selection
  • hybrid model
  • data mining
  • genetic algorithm
  • long term
  • co occurrence
  • stock market