Robust optimal consumption, investment and reinsurance for recursive preferences

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dadzie, Elizabeth, Kuissi-Kamdem, Wilfried, Ndengo, Marcel
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Risk Management 91B05, 91G05, 91G10, 91G80s
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2511.03031