On optimal investment in a reinsurance context with a point process market model (Q661254): Difference between revisions

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+Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
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+Portfolio optimization in discontinuous markets under incomplete information
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+On optimal investment in a reinsurance context with a point process market model
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+A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES
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