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20142026
most citedLundberg-type inequalities for non-homogeneous risk models

2 citations · 3 across the 9 of their papers we have counts for

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math.OC2022

Optimal investment and reinsurance policies for the Cram{é}r-Lundberg risk model under monotone mean-variance preference

Bohan Li, Junyi Guo, Linlin Tian

In this paper, an optimization problem for the monotone mean-variance(MMV) criterion is considered in the perspective of the insurance company. The MMV criterion is an amended vers…