Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff
2014 ◽
Vol 59
◽
pp. 78-86
◽
2008 ◽
Vol 24
(2)
◽
pp. 109-128
◽
2010 ◽
Vol 32
(5)
◽
pp. 587-608
◽
2017 ◽
Vol 13
(5)
◽
pp. 0-0
Keyword(s):
2014 ◽
Vol 59
◽
pp. 222-234
◽
2016 ◽
Vol 32
(3)
◽
pp. 755-770
◽
2016 ◽
Vol 296
◽
pp. 443-461
◽
Keyword(s):
2017 ◽
Vol 46
(21)
◽
pp. 10733-10757
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