Derivatives trading for insurers
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Publication:1757608
DOI10.1016/j.insmatheco.2018.11.001zbMath1419.91387OpenAlexW2893970470WikidataQ128958373 ScholiaQ128958373MaRDI QIDQ1757608
Xiaole Xue, Chengguo Weng, Pengyu Wei
Publication date: 15 January 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.11.001
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Related Items (6)
Demand for non-life insurance under habit formation ⋮ Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility ⋮ A Stackelberg reinsurance-investment game with derivatives trading ⋮ Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer ⋮ Stochastic optimal switching model for migrating population dynamics ⋮ Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
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