Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (Q320607)

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Optimal proportional reinsurance and dividend payments with transaction costs and internal competition
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    Optimal proportional reinsurance and dividend payments with transaction costs and internal competition (English)
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    6 October 2016
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    dividend
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    proportional reinsurance
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    transaction costs
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    internal competition
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    quasi-variational inequality
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