Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (Q3064017): Difference between revisions
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scientific article
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English | Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes |
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Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (English)
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20 December 2010
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transaction costs
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stochastic processes
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dynamic programming
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insurance mathematics
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optimal policies
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