Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets (Q2698598)

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Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets
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    Mean field and \(n\)-insurers games for robust optimal reinsurance-investment in correlated markets (English)
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    24 April 2023
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    reinsurance-investment strategy
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    \(n\)-insurers game
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    mean field games
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    models uncertainty
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    correlated markets
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