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Journal of Function Spaces
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Journal of Function Spaces
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2020
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Article
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Tab 2
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Research Article
Optimal Expected Utility of Dividend Payments with Proportional Reinsurance under VaR Constraints and Stochastic Interest Rate
Table 2
VaR control levels and levels with time interval
.
Case 1
Case 2
Case 3
0.08
0.1
0.1
0.01
0.01
0.03