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Exact Tail Asymptotics of the Total Loss of Largest Claim Reinsurance Treaties

open access: green, 2012
Alexandru V. Asimit   +2 more
openalex   +1 more source

A hybrid stochastic differential reinsurance and investment game with bounded memory [PDF]

open access: green, 2021
Yanfei Bai   +4 more
openalex   +1 more source

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