Optimal proportional reinsurance policies for diffusion models

Bjarne Højgaard, Michael Taksar

Research output: Book/ReportBookResearch

Original languageEnglish
Place of PublicationAalborg
PublisherAalborg Universitetsforlag
Publication statusPublished - 1996
SeriesR : Institut for Elektroniske Systemer, Aalborg Universitet
NumberR96-2035
ISSN0908-1216

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