Minimizing the ruin probability of risk processes with reinsurance
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Publication:3526459
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Cited in
(10)- Measuring the effects of reinsurance by the adjustment coefficient in the Sparre Andersen model.
- scientific article; zbMATH DE number 1984194 (Why is no real title available?)
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- An optimal co-reinsurance strategy
- Minimizing Ruin Probabilities by Reinsurance and Investment: A Markovian Decision Approach
- scientific article; zbMATH DE number 3858257 (Why is no real title available?)
- On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance
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