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Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria
Yi, Bo, Viens, Frederi, Li, Zhongfei, Zeng, YanLanguage:
english
Journal:
Scandinavian Actuarial Journal
DOI:
10.1080/03461238.2014.883085
Date:
February, 2014
File:
PDF, 447 KB
english, 2014