Optimal proportional reinsurance policies for diffusion models with transaction costs (Q1265915): Difference between revisions

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+Michael I. Taksar
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+MaRDI publication profile
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+Controlled diffusion models for optimal dividend pay-out
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+Q5609896
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+Optimal reinsurance
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+Reinsurance and ruin
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+Some Results on Optimal Reinsurance in Terms of the Adjustment Coefficient
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+Optimal proportional reinsurance policies for diffusion models
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