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  • Search: subject:"Generalized mean-variance premium principle"
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Subject
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Portfolio selection 2 Portfolio-Management 2 Reinsurance 2 Risikomodell 2 Risk model 2 Rückversicherung 2 Actuarial mathematics 1 Economics of insurance 1 Erwartungsnutzen 1 Expected utility 1 Game theory 1 Generalized mean-variance premium principle 1 Hamilton-Jacobi-Bellman equation 1 Insurance 1 Insurance premium 1 Investment and reinsurance 1 Risikoprämie 1 Risk premium 1 Ruin probability 1 Spieltheorie 1 Stochastic control 1 Stochastic game 1 Stochastisches Spiel 1 Theorie 1 Theory 1 Versicherung 1 Versicherungsbeitrag 1 Versicherungsmathematik 1 Versicherungsökonomik 1 equilibrium strategy 1 generalized mean-variance premium principle 1 non-zero sum game 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Zeng, Yan 2 Chen, Shumin 1 Meng, Hui 1 Yang, Hailiang 1 Zhang, Xin 1
Published in...
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Astin bulletin : the journal of the International Actuarial Association 1 Insurance / Mathematics & economics 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Stochastic differential games between two insurers with generalized mean-variance premium principle
Chen, Shumin; Yang, Hailiang; Zeng, Yan - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 413-434
Persistent link: https://www.econbiz.de/10011875615
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Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
Zhang, Xin; Meng, Hui; Zeng, Yan - In: Insurance / Mathematics & economics 67 (2016), pp. 125-132
Persistent link: https://www.econbiz.de/10011457200
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