Peer effect and dynamic ALM games among insurers
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Publication:6631639
DOI10.1007/S11579-024-00365-ZMaRDI QIDQ6631639
Chao Zhou, Xizhi Su, Chao Deng
Publication date: 1 November 2024
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Cites Work
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- MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION
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