Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk
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Publication:6534590
DOI10.1155/2020/6207805zbMATH Open1544.91269MaRDI QIDQ6534590FDOQ6534590
Authors: Man Li, Yingchun Deng, Ya Huang, Hui Ou
Publication date: 7 May 2021
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
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Cites Work
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