Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance
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Publication:824780
DOI10.1186/s13660-018-1838-0zbMath1498.91372OpenAlexW2891017429WikidataQ58731343 ScholiaQ58731343MaRDI QIDQ824780
Minghan Wang, Lin Xu, Bin Zhang
Publication date: 15 December 2021
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-018-1838-0
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Optimal control of investment, premium and deductible for a non-life insurance company, Optimal investment and reinsurance problem toward joint interests of the insurer and the reinsurer under default risk
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