"Optimal reinsurance and investment strategies for an insurer under ..."

Bohan Li, Junyi Guo (2021)

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DOI: 10.1051/RO/2021114

access: closed

type: Journal Article

metadata version: 2021-12-25

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Bohan Li, Junyi Guo:
Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion. RAIRO Oper. Res. 55(4): 2469-2489 (2021)

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