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Volumn 53, Issue 7, 2010, Pages 1787-1804

Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection

Author keywords

Excess of loss reinsurance; Exponential utility; Hamilton Jacobi Bellman equation; Multiple risky asset investment; Probability of ruin

Indexed keywords


EID: 77954459271     PISSN: 16747283     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11425-010-4033-4     Document Type: Article
Times cited : (39)

References (14)
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    • Optimal combinational quota-share and excess-of-loss reinsurance policies in a dynamic setting
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.