Optimal proportional reinsurance and investment under partial information (Q2513598): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2013.07.004
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+W2049124150
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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+Optimal investment and reinsurance policies in insurance markets under the effect of inside information
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+Optimal proportional reinsurance and investment with transaction costs. I: Maximizing the terminal wealth
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