Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (Q659110): Difference between revisions
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scientific article
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English | Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation |
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Optimal proportional reinsurance and investment based on Hamilton-Jacobi-Bellman equation (English)
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10 February 2012
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proportional reinsurance
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optimal strategy
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