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Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes - MaRDI portal

Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (Q3064017)

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Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes
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    Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes (English)
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    20 December 2010
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    transaction costs
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    stochastic processes
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    dynamic programming
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    insurance mathematics
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    optimal policies
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