Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks
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Publication:2296543
DOI10.1155/2019/6805351zbMath1453.91087OpenAlexW2964383734MaRDI QIDQ2296543
Publication date: 18 February 2020
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2019/6805351
Related Items (4)
Asymptotic behavior of an optimal investment-reinsurance problem with general utility functions ⋮ Robust optimal proportional reinsurance and investment problem for an insurer with delay and dependent risks ⋮ Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk ⋮ Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model
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