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07/26/2023
Costate Convergence with Legendre-Lobatto Collocation for Trajectory Optimization
This paper introduces a new method of discretization that collocates bot...
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10/30/2017
On Fair Reinsurance Premiums; Capital Injections in a Perturbed Risk Model
We consider a risk model in which deficits after ruin are covered by a n...
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10/23/2017
