Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers
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Publication:1735037
DOI10.1016/j.insmatheco.2019.01.002zbMath1419.91385OpenAlexW2910038468MaRDI QIDQ1735037
Hao Wang, Jiaqin Wei, Rong-Ming Wang
Publication date: 28 March 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.01.002
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