基于损失规避行为的带有错误定价和VaR约束的最优投资和再保险问题
黄晴，马世霞，李国柱
The Optimal Investment and Reinsurance Problem with Mispricing and VaR Constrains Based on Behavior of Loss Aversion
HUANG Qing, MA Shixia, LI Guozhu
系统科学与数学
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2020, (10): 1790
-1804
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DOI: 10.12341/jssms13981
