Stochastic control for optimal new business (Q1584524)

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Stochastic control for optimal new business
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    title
    Stochastic control for optimal new business (English)
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    author
    Christian Hipp
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    Michael I. Taksar
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    publication date
    2000
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    zbMATH DE Number
    1525149
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    zbMATH Keywords
    Stochastic control
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    New business
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    Ruin probability
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