Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590)
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scientific article; zbMATH DE number 7346340
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| English | Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk |
scientific article; zbMATH DE number 7346340 |
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Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (English)
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7 May 2021
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0.8731208443641663
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0.8729933500289917
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0.8679009675979614
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0.8675215244293213
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0.8579149842262268
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