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存在错误定价和违约风险的多均值-方差保险公司的时一致再保险-投资博弈

Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks

Insurance Mathematics and Economics · 2023
被引 5
人大 BABS 3
保险精算金融工程风险管理投资组合优化