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Latest revision as of 15:33, 7 June 2024

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Optimal control of risk exposure, reinsurance and investments for insurance portfolios
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    Optimal control of risk exposure, reinsurance and investments for insurance portfolios (English)
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    29 November 2004
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    diffusion perturbed risk process
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    Hamilton-Jacobi-Bellmann equation
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    proportional reinsurance
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    excess of loss reinsurance
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    investment strategy
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