Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (Q1641145)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing |
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Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing (English)
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15 June 2018
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proportional reinsurance
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robust control
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optimal investment strategy
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utility function
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mispricing
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