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Differentiation of functionals of risk processes and optimal reserve allocation

Stéphane Loisel

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Date: 2005-07
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Citations: View citations in EconPapers (18)

Published in Ecole d'été de probabilités de Saint-Flour, Jul 2005, Saint-Flour, France

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Working Paper: Differentiation of functionals of risk processes and optimal reserve allocation (2005)
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