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The following pages link to Optimal investment under transaction costs for an insurer (Q487570):

Displaying 3 items.

Revisiting optimal investment strategies of value-maximizing insurance firms (Q2038230) (← links)
Optimal investment and reinsurance with premium control (Q2244242) (← links)
MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS (Q4972127) (← links)

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