Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle
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Publication:2282522
DOI10.1016/j.ejor.2019.08.053zbMath1431.91344OpenAlexW2955657827WikidataQ127304246 ScholiaQ127304246MaRDI QIDQ2282522
Ken Seng Tan, Wei Wei, Pengyu Wei, Sheng Chao Zhuang
Publication date: 8 January 2020
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2019.08.053
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