Optimal investment for an insurer: the martingale approach (Q995514): Difference between revisions

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Latest revision as of 13:40, 26 June 2024

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Optimal investment for an insurer: the martingale approach
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    Optimal investment for an insurer: the martingale approach (English)
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    3 September 2007
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    mean-variance efficient portfolio
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    martingale approach
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    forward-backward stochastic differential equation (FBSDE)
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    insurer
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