Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (Q4562056)

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scientific article; zbMATH DE number 6993727
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Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model
scientific article; zbMATH DE number 6993727

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    Minimizing capital injections by investment and reinsurance for a piecewise deterministic reserve process model (English)
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    14 December 2018
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    reinsurance and investment
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    minimizing capital injections
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    value iteration
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    approximation methods
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