Optimizing insurance and reinsurance in the dynamic Cramér-Lundberg model (Q1941910)

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Optimizing insurance and reinsurance in the dynamic Cramér-Lundberg model
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    Optimizing insurance and reinsurance in the dynamic Cramér-Lundberg model (English)
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    22 March 2013
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    strategies for insurance and reinsurance
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    controllable Cramér-Lundberg risk process
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    optimal control
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    stop-loss strategy
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    franchise
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