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20102023
most citedExistence of optimal controls for stochastic Volterra equations

1 citations · 1 across the 8 of their papers we have counts for

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q-fin.PM2018

ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach

Rafael Serrano, Camilo Castillo

We study a continuous-time asset-allocation problem for an insurance firm that backs up liabilities from multiple non-life business lines with underwriting profits and investment i…