机译:保险公司的最佳再保险和投资策略及其在赫斯顿SV模型下的再保险公司:哈拉效用和Legendre变换
Nanjing Univ Sci & Technol Sch Sci Nanjing 210094 Peoples R China|Army Engn Univ PLA Dept Gen Educ Nanjing 211101 Peoples R China;
Nanjing Univ Sci & Technol Sch Sci Nanjing 210094 Peoples R China;
Army Engn Univ PLA Dept Gen Educ Nanjing 211101 Peoples R China;
Army Engn Univ PLA Dept Gen Educ Nanjing 211101 Peoples R China;
Investment; Reinsurance; HARA utility; Legendre transform; Heston's SV model;