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Optimal reinsurance and investment under common shock dependence between financial and actuarial markets

Claudia Ceci, Katia Colaneri, Alessandra Cretarola

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Source: Crossref

Published: Jul 1, 2022

DOI: 10.1016/j.insmatheco.2022.04.011

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Optimal reinsurance and investment under common shock dependence between financial and actuarial markets — Mathematical Frontier Network