Minimising expected discounted capital injections by reinsurance in a classical risk model (Q2866283): Difference between revisions

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Latest revision as of 04:35, 7 July 2024

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Minimising expected discounted capital injections by reinsurance in a classical risk model
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    Minimising expected discounted capital injections by reinsurance in a classical risk model (English)
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    13 December 2013
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    optimal control
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    stochastic control
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    Hamilton-Jacobi-Bellman equation
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    capital injections
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    classical risk model
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    reinsurance
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