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Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance.
Lin Xu
Shaosheng Xu
Dingjun Yao
Published in:
Comput. Math. Appl. (2020)
Keyphrases
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wide range
risk aversion
expected utility
utility function
income tax
data sets
artificial intelligence
clustering algorithm
multi agent
long run
real estate