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Property / full work available at URL: https://doi.org/10.1007/s10114-012-9761-7 / rank
 
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Latest revision as of 06:23, 6 July 2024

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On optimal proportional reinsurance and investment in a Markovian regime-switching economy
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    On optimal proportional reinsurance and investment in a Markovian regime-switching economy (English)
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    14 March 2013
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    reinsurance
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    regime-switching economy
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    optimal investment
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    short-selling constraints
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