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Property / full work available at URL: https://doi.org/10.1007/s00186-007-0195-4 / rank
 
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Latest revision as of 04:12, 29 June 2024

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Dynamic mean-variance problem with constrained risk control for the insurers
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    Dynamic mean-variance problem with constrained risk control for the insurers (English)
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    25 March 2009
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    mean-variance
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    efficient frontier
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    efficient strategy
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    Hamilton-Jacobi-Bellmann equation
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    Riccati equation
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    viscosity solution
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    Lagrange multiplier
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