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Optimal reinsurance strategy with mean-variance premium principle and relative performance concern - MaRDI portal

Optimal reinsurance strategy with mean-variance premium principle and relative performance concern

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Publication:6667345

DOI10.1051/RO/2024205MaRDI QIDQ6667345

Shumin Chen, Haixiang Yao

Publication date: 20 January 2025

Published in: RAIRO. Operations Research (Search for Journal in Brave)






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