Robust optimal reinsurance and investment strategies for an AAI with multiple risks
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Publication:2010895
DOI10.1016/j.insmatheco.2019.09.004zbMath1427.91232OpenAlexW2976139434WikidataQ127199510 ScholiaQ127199510MaRDI QIDQ2010895
Publication date: 28 November 2019
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2019.09.004
Optimal stochastic control (93E20) Financial applications of other theories (91G80) Portfolio theory (91G10) Actuarial mathematics (91G05)
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