Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (Q282282)

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Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
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    Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling (English)
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    12 May 2016
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    investment and reinsurance
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    generalized mean-variance premium principle
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    expected utility
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    ruin probability
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    stochastic control
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