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"Optimal Insurance Strategy Design in a Risk Process under Value-at-Risk ..."
Alexey Y. Golubin, V. N. Gridin (2020)
- Alexey Y. Golubin
, V. N. Gridin:
Optimal Insurance Strategy Design in a Risk Process under Value-at-Risk Constraints on Capital Increments. Autom. Remote. Control. 81(9): 1679-1691 (2020)
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