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most citedLiquidity-free implied volatilities: an approach using conic finance

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math.OC2024

A dynamic optimal reinsurance strategy with capital injections in the Cramer-Lundberg model

Zakaria Aljaberi, Asma Khedher, Mohamed Mnif

In this article we consider the surplus process of an insurance company within the Cramer-Lundberg framework. We study the optimal reinsurance strategy and dividend distribution of…