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Optimal investment and reinsurance for an insurer under Markov-modulated financial market
, 2017Lin Xu, Liming Zhang, Dingjun Yao
semanticscholar +1 more source
Time-consistent mean-variance reinsurance-investment in a jump-diffusion financial market
, 2017Peng Yang
semanticscholar +1 more source
Optimal reinsurance and investment problem in a defaultable market
, 2018Jianjing Ma +2 more
semanticscholar +1 more source

