Optimal investment for insurer with jump-diffusion risk process (Q817297): Difference between revisions

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Latest revision as of 10:48, 24 June 2024

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Optimal investment for insurer with jump-diffusion risk process
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    Optimal investment for insurer with jump-diffusion risk process (English)
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    8 March 2006
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    Hamilton-Jacobi-Bellman equations
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    martingale
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    utility
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    jump-diffusion
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    Ito's formula
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    stochastic control
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