Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (Q903344): Difference between revisions

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Latest revision as of 06:36, 11 July 2024

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Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
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    Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps (English)
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    5 January 2016
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    robust optimal control
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    reinsurance and investment
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    jump-diffusion model
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    mean-variance criterion
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    equilibrium strategy
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