Optimal proportional reinsurance and investment with transaction costs, I: Maximizing the terminal wealth
Year of publication: |
2009
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Authors: | Zhang, Xin-Li ; Zhang, Ke-Cun ; Yu, Xing-Jiang |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 44.2009, 3, p. 473-478
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