Alpha-robust mean-variance reinsurance-investment strategy (Q1656367)

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Alpha-robust mean-variance reinsurance-investment strategy
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    Alpha-robust mean-variance reinsurance-investment strategy (English)
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    10 August 2018
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    \(\alpha\)-maxmin utility
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    robust reinsurance-investment problem
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    mean-variance criterion
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    time-consistent equilibrium strategy
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    Lévy insurance model
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