Optimal Reinsurance-Investment Strategy Under Risks of Interest Rate, Exchange Rate and Inflation
نویسندگان
چکیده
منابع مشابه
Time-consistent reinsurance–investment strategy for a mean–variance insurer under stochastic interest rate model and inflation risk
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ژورنال
عنوان ژورنال: Methodology and Computing in Applied Probability
سال: 2018
ISSN: 1387-5841,1573-7713
DOI: 10.1007/s11009-018-9630-7