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Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework

机译：普通保险系统的资产责任管理，以比例再保险在CIR随机利率和哈斯顿随机波动率框架中

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Yan Zhang; Yonghong Wu; Benchawan Wiwatanapataphee; Francisca Angkola;
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1. ASSET LIABILITY MANAGEMENT FOR AN ORDINARY INSURANCE SYSTEM WITH PROPORTIONAL REINSURANCE IN A CIR STOCHASTIC INTEREST RATE AND HESTON STOCHASTIC VOLATILITY FRAMEWORK [J] . Zhang Yan, Wu Yonghong, Wiwatanapataphee Benchawan, Journal of industrial and management optimization . 2020,第1期

机译：普通保险系统的资产责任管理，以比例再保险在CIR随机利率和哈斯顿随机波动率框架中
2. Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework [J] . Pan Jian, Xiao Qingxian Journal of Computational and Applied Mathematics . 2017,第期

机译：最优资产负债管理，具有流动性限制和随机利率的预期公用事业框架
3. Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility [J] . Li Danping, Shen Yang, Zeng Yan Insurance . 2018,第JANa期

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4. Logarithm utility portfolio for asset and liability management with stochastic interest rates [C] . Chang Hao Control and Decision Conference (CCDC), 2012 24th Chinese . 2012

机译：对数公用事业资产组合，用于具有随机利率的资产和负债管理
5. Displaced lognormal and displaced Heston volatility skews: Analysis and applications to stochastic volatility simulations. [D] . Wang, Dan. 2010

机译：置换对数正态和置换Heston波动率偏斜：随机波动率模拟的分析和应用。
6. A neuro-inspired general framework for the evolution of stochastic dynamical systems: Cellular automata random Boolean networks and echo state networks towards criticality [O] . Sidney Pontes-Filho, Pedro Lind, Anis Yazidi, 2020

机译：一种神经启发的随机动力系统演化的一般框架：蜂窝自动机随机布尔网络和回声状态网络对临界性
7. A stochastic-programming approach to integrated asset and liability management of insurance products with guarantees [O] . H Raubenheimer, MF Kruger 2010

机译：一种随机编程方法，担保保险产品的综合资产和责任管理

Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework

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