Optimal portfolio choice for an insurer with loss aversion
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Publication:2513637
DOI10.1016/j.insmatheco.2014.07.004zbMath1304.91194MaRDI QIDQ2513637
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.07.004
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