Optimal investment and reinsurance policies for the Cramér–Lundberg risk model under monotone mean-variance preference
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Publication:6575260
DOI10.1080/00207179.2023.2204384zbMATH Open1546.91226MaRDI QIDQ6575260
Bohan Li, Linlin Tian, Junyi Guo
Publication date: 19 July 2024
Published in: International Journal of Control (Search for Journal in Brave)
Noncooperative games (91A10) Dynamic programming in optimal control and differential games (49L20) Actuarial mathematics (91G05)
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