Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security
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Publication:5964415
DOI10.1016/J.JMAA.2016.01.035zbMath1331.91105OpenAlexW3125224616MaRDI QIDQ5964415
Publication date: 29 February 2016
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2016.01.035
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