Optimal time-consistent investment and reinsurance strategies for mean–variance insurers with state dependent risk aversion
| Year of publication: |
2013
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|---|---|
| Authors: | Li, Yongwu ; Li, Zhongfei |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 53.2013, 1, p. 86-97
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