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Latest revision as of 07:07, 27 July 2024

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Optimal control of investment, premium and deductible for a non-life insurance company
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    Optimal control of investment, premium and deductible for a non-life insurance company (English)
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    19 November 2021
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    stochastic optimal control
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    Hamilton-Jacobi-Bellman equation
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    jump-diffusion
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    adverse selection
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    premium control
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    deductible control
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    optimal investment strategy
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