Robust optimal strategies for an insurer under generalized mean-variance premium principle with defaultable bond

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Publication:5079124

DOI10.1080/03610926.2020.1726391OpenAlexW3008180117MaRDI QIDQ5079124

Man Li, Yingchun Deng, Ya Huang, Jie-Ming Zhou

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1726391




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