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- W2000244829 abstract "Two periodic-review models arising in insurance are considered in the framework of cost approach. The first one treats the insurance company performance under assumption of capital injections and reinsurance. The second one deals with assets selling and bank loans. The aim of the article is to demonstrate the method for establishing the optimal control of such applied stochastic models and to study their stability. For this purpose, sensitivity analysis is carried out. Numerical results are also provided." @default.
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- W2000244829 date "2014-08-21" @default.
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- W2000244829 title "Optimal Control and Sensitivity Analysis for Two Risk Models" @default.
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- W2000244829 doi "https://doi.org/10.1080/03610918.2014.930904" @default.
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