Dividends and reinsurance under a penalty for ruin (Q414614): Difference between revisions

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Revision as of 21:20, 19 March 2024

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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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