Upper bound for ruin probabilities under optimal investment and proportional reinsurance (Q3552617)

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Upper bound for ruin probabilities under optimal investment and proportional reinsurance
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    Upper bound for ruin probabilities under optimal investment and proportional reinsurance (English)
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    22 April 2010
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    upper bound
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    ruin probabilities
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    optimal investment
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    proportional reinsurance
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    adjustment coefficient
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