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Publication:3175344
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DOI10.16163/J.CNKI.22-1123/N.2017.04.006zbMATH Open1399.91048MaRDI QIDQ3175344

Peng Yang, Qi Liu

Publication date: 18 July 2018



Title of this publication is not available (Why is that?)


zbMATH Keywords

stochastic controlinvestmentreinsurancemean-variance criteriontime-consistentclaims dependent


Mathematics Subject Classification ID

Optimal stochastic control (93E20)



Related Items (4)

Title not available (Why is that?) ⋮ Alpha-robust mean-variance reinsurance-investment strategy ⋮ Title not available (Why is that?) ⋮ Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information






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