Equilibrium reinsurance-investment strategy with a common shock under two kinds of premium principles
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Publication:5034781
DOI10.1051/ro/2021183zbMath1484.91374OpenAlexW4200306384MaRDI QIDQ5034781
Danping Li, Nan Zhang, Jun-na Bi
Publication date: 21 February 2022
Published in: RAIRO - Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ro/2021183
mean-variance criterionequilibrium strategycommon shockpremium principlesoptimal reinsurance-investment
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