Optimal reinsurance with both proportional and fixed costs

Optimal reinsurance with both proportional and fixed costs

Li, Peng, Zhou, Ming, Yin, Chuancun
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Volume:
106
Language:
english
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2015.06.024
Date:
November, 2015
File:
PDF, 587 KB
english, 2015
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