Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (Q2171072)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints |
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Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints (English)
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23 September 2022
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reinsurance
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new business
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mean-variance
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equilibrium strategy
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time-inconsistency
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