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Journal of Industrial and Management Optimization (JIMO)
 

Minimizing expected time to reach a given capital level before ruin
Pages: 1771 - 1791, Issue 4, October 2017

doi:10.3934/jimo.2017018      Abstract        References        Full text (563.4K)           Related Articles

Xiaoqing Liang - School of Sciences, Hebei University of Technology, Tianjin 300401, China (email)
Lihua Bai - School of Mathematical Sciences, Nankai University, Tianjin 300071, China (email)

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