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Optimal investment for investors with state dependent income, and for insurers

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References

1991Aspects of Risk Theory902 cited
2000Optimal investment for insurers305 cited

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2007

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Upper bound for ruin probabilities under optimal investment and proportional reinsurance

38 cited

2017Optimal investment and reinsurance for an insurer under Markov-modulated financial market37 cited

2010Optimal Dividend Policies with Transaction Costs for a Class of Diffusion Processes35 cited

2004Stochastic Control with Application in Insurance33 cited