Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria
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Publication:4576923
DOI10.1080/03461238.2014.883085zbMath1401.91208OpenAlexW2021680246MaRDI QIDQ4576923
Bo Yi, Yan Zeng, Zhong-Fei Li, Frederi G. Viens
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2014.883085
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