Optimal Insurance Strategy in the Individual Risk Model under a Stochastic Constraint on the Value of the Final Capital.
Autor: | Golubin, A. Yu.1,2 (AUTHOR) agolubin@hse.ru, Gridin, V. N.2 (AUTHOR) info@ditc.ras.ru |
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Zdroj: | Automation & Remote Control. Apr2019, Vol. 80 Issue 4, p708-717. 10p. |
Databáze: | Academic Search Ultimate |
Externí odkaz: |