Robust Optimal Portfolio and Reinsurance for an Insurer under Inflation Risk

Robust Optimal Portfolio and Reinsurance for an Insurer under Inflation Risk

OU Hui, HUANG Ya, YANG Xiangqun, ZHOU Jieming

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PDF(441 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2016, Vol. 32 ›› Issue (1) : 89-100.

Robust Optimal Portfolio and Reinsurance for an Insurer under Inflation Risk

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