Dividends and reinsurance under a penalty for ruin (Q414614): Difference between revisions
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scientific article
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English | Dividends and reinsurance under a penalty for ruin |
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Dividends and reinsurance under a penalty for ruin (English)
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11 May 2012
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optimal dividends
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optimal reinsurance
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ruin
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stochastic optimal control
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Legendre dual
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