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Optimal asset allocation for participating contracts under the VaR and PI constraint
Dong, Yinghui
;
Wu, Sang
;
Lv, Wenxin
;
Wang, Guojing
- In:
Scandinavian actuarial journal
2020
(
2020
)
2
,
pp. 84-109
Persistent link: https://www.econbiz.de/10012195023
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