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On minimizing the ruin probability by investment and reinsurance
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On minimizing the ruin probability by investment and reinsurance
On minimizing the ruin probability by investment and reinsurance
HS
Hanspeter Schmidli
Hanspeter Schmidli
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1 August 2002
journal article
Published by
Institute of Mathematical Statistics
in
The Annals of Applied Probability
Vol. 12
(3)
https://doi.org/10.1214/aoap/1031863173
Abstract
No abstract available
Cited by 250 articles