Differentiation of some functionals of risk processes, and optimal reserve allocation
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Publication:5697590
DOI10.1239/jap/1118777177zbMath1079.60038MaRDI QIDQ5697590
Publication date: 18 October 2005
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1118777177
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