Optimal investment and risk control for an insurer with stochastic factor (Q1728224): Difference between revisions

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Latest revision as of 08:32, 18 July 2024

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Optimal investment and risk control for an insurer with stochastic factor
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    Optimal investment and risk control for an insurer with stochastic factor (English)
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    22 February 2019
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    optimal investment
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    risk control
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    jump-diffusion
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    HJB PDE
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