Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (Q824780)
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scientific article
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English | Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance |
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Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance (English)
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15 December 2021
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Lundberg inequality
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ruin probability
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optimal reinsurance
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optimal investment
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correlated risk model
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