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Optimal reinsurance–investment problem for maximizing the product of the insurer’s and the reinsurer’s utilities under a CEV model

✍ Scribed by Li, Danping; Rong, Ximin; Zhao, Hui

Book ID: 122101293
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 618 KB
Volume: 255
Category: Article
ISSN: 0377-0427
DOI: 10.1016/j.cam.2013.06.033

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