Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond
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Publication:5079124
DOI10.1080/03610926.2020.1726391OpenAlexW3008180117MaRDI QIDQ5079124FDOQ5079124
Authors: Yingchun Deng, Man Li, Ya Huang, Jieming Zhou
Publication date: 25 May 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1726391
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