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Optimal investment and reinsurance on survival and growth problems for the risk model with common shock dependence.

Shida DuanZhibin Liang
Published in: RAIRO Oper. Res. (2022)
Keyphrases
  • probabilistic model
  • computational model
  • experimental data
  • decision making
  • mathematical model
  • sensitivity analysis
  • high level
  • probability distribution
  • statistical model
  • growth model
  • globally optimal solutions