Optimal excess-of-loss reinsurance under borrowing constraints (Q3087415)

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Optimal excess-of-loss reinsurance under borrowing constraints
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    Optimal excess-of-loss reinsurance under borrowing constraints (English)
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    16 August 2011
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    ruin probability
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    stochastic control
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    HJB equation
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    excess-of-loss-reinsurance
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    borrowing constraints
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