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Optimal proportional reinsurance policies for diffusion models. (English) Zbl 1075.91559

MSC:
91B30 Risk theory, insurance (MSC2010)
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References:
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This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.