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Property / full work available at URL: https://doi.org/10.3934/jimo.2016044 / rank
 
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Latest revision as of 22:39, 13 July 2024

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Optimal reinsurance and investment strategy with two piece utility function
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    Optimal reinsurance and investment strategy with two piece utility function (English)
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    12 June 2017
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    two piece utility function
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    martingale technique
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    optimal control
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    investment
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    proportional reinsurance
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