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Polymatroids and mean-risk minimization in discrete optimization

✍ Scribed by Alper Atamtürk; Vishnu Narayanan


Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
552 KB
Volume
36
Category
Article
ISSN
0167-6377

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In this paper we consider a doubly discrete model used in Dickson and Waters (biASTIN Bulletin 1991; **21**:199–221) to approximate the Cramér–Lundberg model. The company controls the amount of dividends paid out to the shareholders as well as the capital injections which make the company never ruin