Optimal reinsurance arrangement under heterogeneous beliefs: a unified method with piecewise modification
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Publication:6648327
DOI10.1137/23M1623859MaRDI QIDQ6648327
Ming Zhou, Yeshunying Wang, Hui Meng
Publication date: 4 December 2024
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Optimal stochastic control (93E20) Actuarial mathematics (91G05)
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