Optimal investment under transaction costs for an insurer

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Cited In (6)

MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS
Optimal investment problem between two insurers with value-added service
Revisiting optimal investment strategies of value-maximizing insurance firms
Optimal investment and consumption for an insurer with high-watermark performance fee
Optimal investment and reinsurance with premium control
Sub-optimal investment for insurers

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