Optimal risk control and dividend strategies in the presence of two reinsurers: Variance premium principle
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2017
doi:10.3934/jimo.2017090 Abstract
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Dingjun Yao  School of Finance, The Center of Cooperative Innovation for Modern Service Industry, Nanjing University of Finance and Economics, Nanjing 210023, China (email)
Kun Fan  School of Finance and Statistics, East China Normal University, Shanghai, 200241, China (email)
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