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Latest revision as of 05:38, 23 July 2024

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Robust optimal reinsurance-investment strategy with price jumps and correlated claims
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    Robust optimal reinsurance-investment strategy with price jumps and correlated claims (English)
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    3 August 2020
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    reinsurance-investment strategy
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    robust optimal
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    ambiguity
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    utility maximization
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    time consistency
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    stochastic dynamic programming
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