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Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs

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    * Corresponding author 
The authors are grateful to the two anonymous referees for their valuable suggestions. This work was supported by the National Natural Science Foundation of China (11571113,11231005,71471081,71671082), the Humanities and Social Sciences Project of the Ministry Education of China (15YJC910008), the Program of Shanghai Subject Chief Scientist (14XD1401600), the 111 Project (B14019), the Natural Science Foundation of the Jiangsu Higher Education Institutions of China (15KJB110009).
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