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Optimal Expected Utility of Dividend Payments with Proportional Reinsurance under VaR Constraints and Stochastic Interest Rate
Wen, Yuzhen, Yin, ChuancunVolume:
2020
Journal:
Journal of Function Spaces
DOI:
10.1155/2020/4051969
Date:
August, 2020
File:
PDF, 916 KB
2020