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~isPartOf:"Insurance: Mathematics and Economics"
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Minimal cost of a Brownian risk without ruin
Luo, Shangzhen
;
Taksar, Michael
- In:
Insurance: Mathematics and Economics
51
(
2012
)
3
,
pp. 685-693
of the injections. The minimal cost function is found explicitly by solving the according
quasi-variational
inequalities
…
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