Optimal reinsurance and investment with a common shock and a random exit time (Q6041244)
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scientific article; zbMATH DE number 7689352
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| English | Optimal reinsurance and investment with a common shock and a random exit time |
scientific article; zbMATH DE number 7689352 |
Statements
Optimal reinsurance and investment with a common shock and a random exit time (English)
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26 May 2023
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mean-variance criterion
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reinsurance
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investment
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common shock
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market interdependence
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random exit time
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