Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets

Fuente: arXiv

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Bibliographic Details
Main Authors:	Guan, Guohui, Liang, Zongxia, Xia, Yi
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Optimization and Control
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2412.09157