Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleA Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment.AuthorsGe Wang; Menglei Huang; Qing Zhou; Weixing Wu; Weilin XiaoSubjectsBONDS (Finance); EDUCATIONAL finance; INVESTORS; INSURANCE policies; HAMILTON-Jacobi-Bellman equation; INSURANCE rates; MACROECONOMIC models; UTILITY functionsPublicationProbability, Uncertainty & Quantitative Risk, 2023, Vol 8, Issue 4, p499ISSN2095-9672Publication typeArticleDOI10.3934/puqr.2023023