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  • Search: subject:"Time-consistent mean-variance criterion"
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Ansteckungseffekt 1 Contagion effect 1 Dynamic contagion claims 1 Dynamische Wirtschaftstheorie 1 Economic dynamics 1 Externally-exciting effect 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Reinsurance-investment problem 1 Self-exciting effect 1 Time consistency 1 Time-consistent mean-variance criterion 1 Zeitkonsistenz 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Cao, Jingyi 1 Landriault, David 1 Li, Bin 1
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Insurance / Mathematics & economics 1
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ECONIS (ZBW) 1
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Optimal reinsurance-investment strategy for a dynamic contagion claim model
Cao, Jingyi; Landriault, David; Li, Bin - In: Insurance / Mathematics & economics 93 (2020), pp. 206-215
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