New Insurance Economics Findings from Guangdong University of Technology Described (Optimal robust reinsurance-investment strategies for insurers…
New Insurance Economics Findings from
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According to the news editors, the research concluded: "Among our various practical findings and recommendations, we find that strengthened market liquidity significantly increases the demand for hedging from the mispriced market, to take advantage of the statistical arbitrage it affords."
For more information on this research see: Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing. Insurance Mathematics & Economics, 2018;80():93-109. Insurance Mathematics & Economics can be contacted at: Elsevier Science Bv, PO Box 211, 1000 Ae
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The direct object identifier (DOI) for that additional information is: https://doi.org/10.1016/j.insmatheco.2018.03.004. This DOI is a link to an online electronic document that is either free or for purchase, and can be your direct source for a journal article and its citation.
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