A note on applications of stochastic ordering to control problems in insurance and finance (Q2875271)

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A note on applications of stochastic ordering to control problems in insurance and finance
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    A note on applications of stochastic ordering to control problems in insurance and finance (English)
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    14 August 2014
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    extremal process
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    controlled diffusion process
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    stochastic ordering
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    ruin problem
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