Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (Q2513435)

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Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach
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    Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach (English)
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    28 January 2015
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    investment-reinsurance
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    mean-variance
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    delay
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    stochastic maximum principle
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