Optimal proportional reinsurance policiesfor diffusion models with transaction costs
Year of publication: |
1998
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Authors: | Hojgaard, Bjarne ; Taksar, Michael |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 22.1998, 1, p. 41-52
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