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Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model.

Danping LiXimin RongHui Zhao
Published in: J. Comput. Appl. Math. (2015)
Keyphrases
  • text categorization
  • neural network
  • probabilistic model
  • management system
  • investment strategies
  • decision making
  • software development
  • multivariate time series