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Time-consistent investment-reinsurance strategy with a defaultable security under ambiguous environment

  • * Corresponding author: Ximin Rong

    * Corresponding author: Ximin Rong

This research was supported by National Natural Science Foundation of China (Grant Nos. 11771329, 11871052, 11971301), and Nature Science foundation of Tianjin city (20JCYBJC01160)

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