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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
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Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility
Yan, Tingjin
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 105-119
Persistent link: https://www.econbiz.de/10012169507
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