APA (7th ed.) Citation

Zhang, Y., Wu, Y., Wiwatanapataphee, B., & Angkola, F. (2020). Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework. American Institute of Mathematical Sciences.

Chicago Style (17th ed.) Citation

Zhang, Y., Yong Wu, Benchawan Wiwatanapataphee, and Francisca Angkola. Asset Liability Management for an Ordinary Insurance System with Proportional Reinsurance in a CIR Stochastic Interest Rate and Heston Stochastic Volatility Framework. American Institute of Mathematical Sciences, 2020.

MLA (9th ed.) Citation

Zhang, Y., et al. Asset Liability Management for an Ordinary Insurance System with Proportional Reinsurance in a CIR Stochastic Interest Rate and Heston Stochastic Volatility Framework. American Institute of Mathematical Sciences, 2020.