Optimal Dynamic XL Reinsurance (Q4661680)

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scientific article; zbMATH DE number 2149141
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English
Optimal Dynamic XL Reinsurance
scientific article; zbMATH DE number 2149141

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    Optimal Dynamic XL Reinsurance (English)
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    30 March 2005
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    stochastic control
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    ruin probability
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    XL reinsurance
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