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Publication:3193946
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DOI10.16366/J.CNKI.1000-2367.2015.01.002zbMATH Open1340.91047MaRDI QIDQ3193946

Congyan Gao, Wenjing Guo

Publication date: 28 October 2015



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


zbMATH Keywords

efficient frontiersafety-first criterioninsurance investmentLundberg-Cramér model


Mathematics Subject Classification ID

Portfolio theory (91G10)



Related Items (2)

Portfolio optimization under safety first expected utility with nonlinear probability distortion ⋮ Safety first portfolio choice based on financial and sustainability returns






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