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Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps

Yan Zeng, Zhongfei Li, Yongzeng Lai

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Source: Crossref

Published: May 1, 2013

DOI: 10.1016/j.insmatheco.2013.02.007

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Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps — Mathematical Frontier Network