Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity
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Publication:6643671
DOI10.1007/s11009-024-10110-0MaRDI QIDQ6643671
Weijun Yin, Cuixia Chen, Bing Liu, Tong Qian
Publication date: 26 November 2024
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)
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