Optimal Ratcheting of Dividends with Irreversible Reinsurance

Fuente: arXiv

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Bibliographic Details
Main Authors:	Boonen, Tim J., Vega, Engel John C. Dela
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Probability Pricing of Securities Risk Management 91G05, 49L25, 35F21, 93E20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2408.16989