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isPartOf:"Convergence of capital and insurance markets"
~isPartOf:"Mathematical methods of operations research"
~subject:"Hamilton-Jacobi-Bellmann equation"
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Convergence of capital and insurance markets
Mathematical methods of operations research
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Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence
Liang, Zhibin
;
Bi, Junna
;
Yuen, Kam Chuen
;
Zhang, Caibin
- In:
Mathematical methods of operations research
84
(
2016
)
1
,
pp. 155-181
Persistent link: https://www.econbiz.de/10011673473
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