Optimal reinsurance–investment policies for insurers with mispricing under mean-variance criterion
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Publication:5093743
DOI10.1080/03610926.2020.1844239OpenAlexW3110679349MaRDI QIDQ5093743
Yingchun Deng, Ya Huang, Yi Jun Wang, Xu-yan Xiang, Jie-Ming Zhou
Publication date: 1 August 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2020.1844239
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Robust optimal dynamic reinsurance policies under the mean-RVaR premium principle ⋮ Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity
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