Showing results 1 to 2 of 2
Title | Author(s) | Issue Date | |
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Optimal mean-variance investment/reinsurance with common shock in a regime-switching market Journal:Mathematical Methods of Operations Research | 2019 | ||
Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence Journal:Methematical Methods of Operations Research | 2016 |