【摘要】Aninsurance-packageisacombinationbeingtie-inatleasttwodifferentcategoriesofinsuranceswithdifferentunderwriting-yield-rate.Inthispaper,theoptimalinsurance-packageandinvestmentproblemisinvestigatedbymaximizingtheinsurer’sexponentialutilityofterminalwealthtofindtheoptimalcombination-shareandinvestm
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