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person:"Taksar, Michael I."
~isPartOf:"Discussion paper / B"
~isPartOf:"Mathematical methods of operations research"
~person:"Bi, Junna"
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Taksar, Michael I.
Bi, Junna
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Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
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2
Optimal risk and dividend distribution control models for an insurance company
Taksar, Michael I.
- In:
Mathematical methods of operations research
51
(
2000
)
1
,
pp. 1-42
Persistent link: https://www.econbiz.de/10001488491
Saved in:
3
Optimal risk/dividend distribution control models : applications to insurance
Taksar, Michael I.
-
1999
Persistent link: https://www.econbiz.de/10001421303
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