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"Dynamic mean-variance problem with constrained risk control for the insurers."

Lihua Bai, Huayue Zhang (2008)

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DOI: 10.1007/S00186-007-0195-4

access: closed

type: Journal Article

metadata version: 2020-03-03

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Lihua Bai, Huayue Zhang:
Dynamic mean-variance problem with constrained risk control for the insurers. Math. Methods Oper. Res. 68(1): 181-205 (2008)

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