Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (Q5079461)

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scientific article; zbMATH DE number 7532933
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    Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon
    scientific article; zbMATH DE number 7532933

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      Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon (English)
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      27 May 2022
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      joint expected utility
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      mispricing phenomenon
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      model ambiguity
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      optimal insurance-investment strategy
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      proportional insurance
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