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      OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL

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      Mathematical Finance

      Wiley-Blackwell

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          Most cited references 9

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          Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations

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            Optimal Control with State-Space Constraint I

             Halil Soner (1986)
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              Controlled diffusion models for optimal dividend pay-out

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                Author and article information

                Journal
                Mathematical Finance
                Mathematical Finance
                Wiley-Blackwell
                0960-1627
                1467-9965
                April 2005
                April 2005
                : 15
                : 2
                : 261-308
                Article
                10.1111/j.0960-1627.2005.00220.x
                © 2005

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