Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model
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Publication:6457391
arXiv2310.20173MaRDI QIDQ6457391
Jun-Yi Guo, Xiaoqing Liang, Bohan Li
Publication date: 31 October 2023
Dynamic programming in optimal control and differential games (49L20) Financial applications of other theories (91G80)
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