Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373)

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Robust optimal investment and reinsurance problem for a general insurance company under Heston model
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    Robust optimal investment and reinsurance problem for a general insurance company under Heston model (English)
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    11 August 2017
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    robust control
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    ambiguity-averse
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    expected utility
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    proportional reinsurance
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