Robust optimal insurance and investment strategies for the government and the insurance company under mispricing phenomenon
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Publication:5079461
Cites work
- scientific article; zbMATH DE number 3671542 (Why is no real title available?)
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Cited in
(3)- Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion
- Robust optimal proportional reinsurance and investment strategy for an insurer and a reinsurer with delay and jumps
- Optimal portfolios for the DC pension fund with mispricing under the HARA utility framework
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