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Insurance / Mathematics & economics
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Scandinavian actuarial journal
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1
Household consumption-investment-insurance decisions with uncertain income and market ambiguity
Wang, Ning
;
Zhuo, Jin
;
Siu, Tak Kuen
;
Qiu, Ming
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 832-865
Persistent link: https://www.econbiz.de/10012696889
Saved in:
2
Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints
Wang, Ning
;
Zhang, Nan
;
Zhuo, Jin
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 168-184
Persistent link: https://www.econbiz.de/10012482845
Saved in:
3
Robust reinsurance contracts with risk constraint
Wang, Ning
;
Siu, Tak Kuen
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 419-453
Persistent link: https://www.econbiz.de/10012262748
Saved in:
4
Robust non-zero-sum investment and reinsurance game with default risk
Wang, Ning
;
Zhang, Nan
;
Zhuo, Jin
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 115-132
Persistent link: https://www.econbiz.de/10011990456
Saved in:
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