Reinsurance optimal strategy of a loss excess
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Publication:2513221
DOI10.3103/S0027132211040036zbMath1304.91107MaRDI QIDQ2513221
Publication date: 2 February 2015
Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)
Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Financial applications of other theories (91G80)
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