2024-03-29T07:06:22Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7043761
2019-03-28T09:26:07Z
62
91
93
Bi, Junna; Cai, Jun
2019
7043761
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/07043761
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Insur. Math. Econ. 85, 1-14 (2019).
91B30; 62P05; 93E20; 91G70
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
j