Optimal investment strategy to minimize the ruin probability of an insurance company under borrowing constraints (Q1003812): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2008.09.006
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+W2050456151
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+Optimal investment policy and dividend payment strategy in an insurance company
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+Optimal consumption and portfolio choice with borrowing constraints
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+Publication:1003812