Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity (Q6643671)

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scientific article; zbMATH DE number 7949657
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Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity
scientific article; zbMATH DE number 7949657

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    Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity (English)
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    26 November 2024
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    options trading
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    model uncertainty
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    optimal investment
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