Optimal investment with multiple risky assets for an insurer with modified periodic risk process (Q498092)

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Optimal investment with multiple risky assets for an insurer with modified periodic risk process
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    Optimal investment with multiple risky assets for an insurer with modified periodic risk process (English)
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    25 September 2015
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    adjustment coefficient
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    modified periodic risk model
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    multiple risky assets
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    optimal investment
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    ruin probability
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