Optimal time-consistent investment-reinsurance strategy for state-dependent risk aversion with delay and common shocks
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Publication:6170103
Cites work
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Cited in
(3)- Optimal time-consistent investment and reinsurance strategy under time delay and risk dependent model
- Optimal time-consistent investment and reinsurance strategies for mean-variance insurers with state dependent risk aversion
- scientific article; zbMATH DE number 7351025 (Why is no real title available?)
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