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~subject:"Portfolio-Management"
~subject:"Ambiguity-Averse Insurer"
~person:"Zeng, Yan"
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Portfolio-Management
Ambiguity-Averse Insurer
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7
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6
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Zeng, Yan
Schmeiser, Hato
8
Gründl, Helmut
6
Mao, Hong
5
Düll, Robert
4
Eling, Martin
4
Ellul, Andrew
4
Girardi, Giulio
4
Gorter, Janko
4
Hanley, Kathleen Weiss
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Jotikasthira, Chotibhak
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Ohls, Jana
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Pelizzon, Loriana
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Ronka-Chmielowiec, Wanda
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Zweifel, Peter
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3
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Bouri, Abdelfettah
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Duijm, Patty
3
Eugster, Patrick
3
Fernandez-Arjona, Lucio
3
Ge, Shan
3
Getmansky, Mila
3
Gollier, Christian
3
Jajuga, Krzysztof
3
Jarraya, Bilel
3
Li, Zhongfei
3
Nikolova, Stanislava
3
Regele, Fabian
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Steins Bisschop, Sophie
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Wang, Yihui
3
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3
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3
Wibaut, Serge
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2
Albrecht, Peter
2
Armantier, Olivier
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1
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
Zeng, Yan
;
Li, Zhongfei
;
Lai, Yongzeng
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 498-507
Persistent link: https://www.econbiz.de/10009763600
Saved in:
2
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
3
Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Zeng, Yan
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
49
(
2011
)
1
,
pp. 145-154
Persistent link: https://www.econbiz.de/10009157423
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