Optimal reinsurance and investment problem with multiple risky assets and correlation risk for an insurer under the Ornstein-Uhlenbeck model
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Publication:6541109
DOI10.1080/03610926.2022.2148470MaRDI QIDQ6541109
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Publication date: 17 May 2024
Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)
Cites Work
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