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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.09.005 / rank
 
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Latest revision as of 18:13, 14 July 2024

scientific article
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English
Purchasing casualty insurance to avoid lifetime ruin
scientific article

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    Purchasing casualty insurance to avoid lifetime ruin (English)
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    23 November 2017
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    compound Poisson process
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    casualty loss
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    consumption
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    optimal investment
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    stochastic control
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