Optimal reinsurance-investment problem with dependent risks based on Legendre transform (Q2190278)
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English | Optimal reinsurance-investment problem with dependent risks based on Legendre transform |
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Optimal reinsurance-investment problem with dependent risks based on Legendre transform (English)
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18 June 2020
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dependence
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investment
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insurance
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HARA utility
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Legendre transform
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