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Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion

Bohan Li and Junyi Guo

RAIRO-Oper. Res., 55 4 (2021) 2469-2489

Published online: 25 August 2021

DOI: 10.1051/ro/2021114

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Bohan Li

Junyi Guo

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