Robust optimal investment and reinsurance to minimize a goal-reaching probability with constrained control variables
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Publication:2691507
DOI10.3934/jimo.2022211OpenAlexW4312719746MaRDI QIDQ2691507
Ying Huang, Ya Huang, Jie-Ming Zhou
Publication date: 29 March 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2022211
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