Upper bound for ruin probabilities under optimal investment and proportional reinsurance
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Publication:3552617
DOI10.1002/asmb.694zbMath1199.91088OpenAlexW4236303303MaRDI QIDQ3552617
Publication date: 22 April 2010
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.694
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