Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps
| Autor: | Zeng, Yan, Li, Danping, Gu, Ailing |
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| Zdroj: | In Insurance Mathematics and Economics January 2016 66:138-152 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect