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~isPartOf:"Insurance / Mathematics & economics"
~language:"eng"
~person:"Amin, Ahsan"
~person:"Riedle, Markus"
~person:"Shen, Yang"
~subject:"Stochastic process"
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Stochastic process
Analysis
2
Backward stochastic differential equation
2
Mathematical analysis
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Mean-variance criterion
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Stochastischer Prozess
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Amin, Ahsan
Riedle, Markus
Shen, Yang
Zeng, Yan
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Alia, Ishak
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Chighoub, Farid
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Djehiche, Boualem
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Kouritzin, Michael A.
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Li, Danping
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Insurance / Mathematics & economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
Astin bulletin : the journal of the International Actuarial Association
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Risks : open access journal
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Scandinavian actuarial journal
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ECONIS (ZBW)
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Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility
Li, Danping
;
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 72-86
Persistent link: https://www.econbiz.de/10011825217
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2
Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process
Shen, Yang
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 118-137
Persistent link: https://www.econbiz.de/10011312080
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