Robust investment–reinsurance optimization with multiscale stochastic volatility
Work
Year: 2015
Type: article
Authors Chi Seng Pun, Hoi Ying Wong
Institution Chinese University of Hong Kong
Cites: 18
Cited by: 65
Related to: 10
FWCI: 8.813
Citation percentile (by year/subfield): 96.77
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green