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isPartOf:"Convergence of capital and insurance markets"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Zeng, Yan"
~subject:"Ambiguity-Averse Insurer"
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Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
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