Robust optimal investment and reinsurance of an insurer under jump-diffusion models
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Publication:2327727
DOI10.3934/mcrf.2019003zbMath1426.91237OpenAlexW2887263516WikidataQ129384286 ScholiaQ129384286MaRDI QIDQ2327727
Xin Zhang, Yang Shen, Jie Xiong, Hui Meng
Publication date: 15 October 2019
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/mcrf.2019003
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Cites Work
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