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Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance

Lin Xu1, Minghan Wang1, Bin Zhang1

  • 1School of Mathematics and Statistics, Anhui Normal University, Wuhu, China.

Journal of Inequalities and Applications
|March 7, 2019
PubMed

Keywords:
Correlated risk modelLundberg inequalityOptimal investmentOptimal reinsuranceRuin probability

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