Optimization of risk processes (Q1375272)

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Optimization of risk processes
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    title
    Optimization of risk processes (English)
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    DOI
    10.1007/BF02367767
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    author
    A. N. Nakonechnyi
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    publication date
    22 April 1998
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    zbMATH DE Number
    1103962
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    zbMATH Keywords
    approximate methods
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    capital maximization
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    bounded ruin probability
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